+315.3%
GDX vs UNP
+271.6%
+43.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | +9.9% | -2.1% | +12.0% | +10.3% |
| 3M | +28.2% | +5.4% | +22.8% | +27.2% |
| 6M | -2.9% | +13.4% | -16.3% | -4.8% |
| YTD | +16.0% | +25.0% | -9.0% | +12.1% |
| 1Y | +49.9% | +34.6% | +15.3% | +43.2% |
| 3Y | +263.6% | +43.6% | +219.9% | +242.3% |
| 5Y | +233.6% | +51.7% | +181.8% | +211.7% |
| 10Y | +315.3% | +282.5% | +32.8% | +246.1% |
| All | +315.3% | +271.6% | +43.7% | +246.1% |
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