+243.4%
GDX vs UNP
+49.1%
+194.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +4.1% |
| 7D | +15.6% | -3.3% | +18.8% | +16.0% |
| 30D | +2.4% | +6.7% | -4.3% | +1.5% |
| 3M | +1.7% | +1.8% | 0.0% | +1.5% |
| 6M | -3.3% | +13.3% | -16.6% | -5.3% |
| YTD | +6.6% | +30.3% | -23.7% | +2.3% |
| 1Y | +27.0% | +36.9% | -9.9% | +20.7% |
| 3Y | +243.4% | +50.9% | +192.4% | +187.9% |
| All | +243.4% | +49.1% | +194.3% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling