+233.6%
GDX vs UNP
+48.4%
+185.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +1.9% | -1.7% | +3.6% | +2.3% |
| 30D | +9.9% | -2.1% | +12.0% | +10.5% |
| 3M | +28.2% | +5.4% | +22.8% | +26.3% |
| 6M | -2.9% | +13.4% | -16.3% | -6.4% |
| YTD | +16.0% | +25.0% | -9.0% | +8.9% |
| 1Y | +49.9% | +34.6% | +15.3% | +37.6% |
| 3Y | +263.6% | +43.6% | +219.9% | +219.9% |
| 5Y | +233.6% | +51.7% | +181.8% | +189.9% |
| All | +233.6% | +48.4% | +185.2% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling