+259.7%
GDX vs UNP
+46.5%
+213.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | +9.5% | -1.1% | +10.6% | +9.7% |
| 3M | +25.1% | +7.9% | +17.2% | +23.6% |
| 6M | -2.9% | +14.6% | -17.6% | -5.5% |
| YTD | +14.7% | +26.6% | -11.8% | +10.1% |
| 1Y | +47.4% | +35.6% | +11.9% | +39.5% |
| 3Y | +259.7% | +45.5% | +214.2% | +212.2% |
| All | +259.7% | +46.5% | +213.2% | +212.2% |
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