+214.2%
GDX vs UMC
+975.7%
-761.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -3.2% |
| 7D | -0.4% | +5.0% | -5.3% | -1.5% |
| 30D | +18.6% | +7.7% | +10.9% | +16.5% |
| 3M | +14.9% | +1.7% | +13.2% | +12.4% |
| 6M | -6.3% | +113.9% | -120.2% | -22.6% |
| YTD | +15.7% | +168.9% | -153.2% | -9.6% |
| 1Y | +54.8% | +207.2% | -152.4% | +17.5% |
| 3Y | +253.4% | +227.7% | +25.8% | +160.4% |
| 5Y | +219.7% | +118.0% | +101.6% | +149.6% |
| 10Y | +300.2% | +1,682.1% | -1,381.9% | +77.1% |
| All | +214.2% | +975.7% | -761.5% | +21.8% |
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