+326.3%
GDX vs UNP
+286.3%
+40.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -6.8% | +4.2% | -11.0% | -7.3% |
| 30D | -2.1% | +5.6% | -7.7% | -2.9% |
| 3M | -7.5% | +2.0% | -9.5% | -7.8% |
| 6M | -15.2% | +15.4% | -30.6% | -17.0% |
| YTD | -4.8% | +32.7% | -37.5% | -8.8% |
| 1Y | +6.7% | +39.4% | -32.7% | +1.5% |
| 3Y | +212.7% | +54.3% | +158.4% | +191.6% |
| 5Y | +151.7% | +39.6% | +112.0% | +135.4% |
| All | +326.3% | +286.3% | +40.0% | +329.9% |
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