+349.2%
GDX vs UNP
+287.8%
+61.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +0.7% | -2.1% | +2.8% | +1.0% |
| 30D | -3.8% | +7.3% | -11.0% | -4.7% |
| 3M | -5.4% | +3.6% | -9.1% | -5.9% |
| 6M | -12.7% | +15.8% | -28.5% | -14.7% |
| YTD | -0.7% | +32.6% | -33.2% | -4.8% |
| 1Y | +11.9% | +37.2% | -25.3% | +6.6% |
| 3Y | +223.9% | +52.6% | +171.3% | +202.4% |
| 5Y | +163.2% | +40.6% | +122.6% | +146.1% |
| 10Y | +349.2% | +288.4% | +60.7% | +346.9% |
| All | +349.2% | +287.8% | +61.4% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling