+189.5%
GDX vs UNP
+1,888.0%
-1,698.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.8% |
| 7D | +15.6% | -3.3% | +18.8% | +16.6% |
| 30D | +2.4% | +6.7% | -4.3% | +0.6% |
| 3M | +1.7% | +1.8% | 0.0% | +1.2% |
| 6M | -3.3% | +13.3% | -16.6% | -7.0% |
| YTD | +6.6% | +30.3% | -23.7% | -1.6% |
| 1Y | +27.0% | +36.9% | -9.9% | +15.6% |
| 3Y | +243.4% | +50.9% | +192.4% | +200.5% |
| 5Y | +194.2% | +37.9% | +156.2% | +161.3% |
| 10Y | +310.1% | +293.8% | +16.4% | +144.8% |
| All | +189.5% | +1,888.0% | -1,698.6% | -15.5% |
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