+159.0%
GDX vs UNP
+1,936.2%
-1,777.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.6% | -4.1% |
| 7D | -4.6% | +2.1% | -6.7% | -5.1% |
| 30D | -6.2% | +7.7% | -13.9% | -8.2% |
| 3M | -10.0% | +4.0% | -14.1% | -11.1% |
| 6M | -15.8% | +15.7% | -31.4% | -19.5% |
| YTD | -4.6% | +33.5% | -38.1% | -12.5% |
| 1Y | +4.0% | +38.9% | -34.9% | -5.7% |
| 3Y | +211.1% | +53.7% | +157.4% | +170.9% |
| 5Y | +152.3% | +40.4% | +111.8% | +122.9% |
| 10Y | +331.4% | +291.1% | +40.3% | +158.9% |
| All | +159.0% | +1,936.2% | -1,777.1% | -24.9% |
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 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