+214.2%
GDX vs UNP
+1,838.6%
-1,624.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.4% | -5.3% | +5.0% | +1.1% |
| 30D | +18.6% | -1.5% | +20.2% | +19.1% |
| 3M | +14.9% | +10.3% | +4.6% | +11.6% |
| 6M | -6.3% | +9.7% | -15.9% | -9.0% |
| YTD | +15.7% | +27.1% | -11.4% | +7.7% |
| 1Y | +54.8% | +32.6% | +22.3% | +42.2% |
| 3Y | +253.4% | +40.0% | +213.5% | +216.2% |
| 5Y | +219.7% | +50.8% | +168.8% | +177.0% |
| 10Y | +300.2% | +278.6% | +21.6% | +142.0% |
| All | +214.2% | +1,838.6% | -1,624.4% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling