+158.4%
GDX vs UMC
+697.6%
-539.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.2% |
| 7D | -6.8% | +11.2% | -18.0% | -8.9% |
| 30D | -2.1% | -28.0% | +25.9% | +4.2% |
| 3M | -7.5% | -20.5% | +13.0% | -4.0% |
| 6M | -15.2% | -1.6% | -13.6% | -17.7% |
| YTD | -4.8% | +99.4% | -104.2% | -21.5% |
| 1Y | +6.7% | +120.4% | -113.7% | -13.8% |
| 3Y | +212.7% | +134.2% | +78.5% | +145.4% |
| 5Y | +151.7% | +78.8% | +72.8% | +103.6% |
| 10Y | +330.3% | +1,280.4% | -950.1% | +98.9% |
| All | +158.4% | +697.6% | -539.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling