+233.6%
GDX vs UPS
-35.0%
+268.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.3% |
| 7D | +1.9% | -3.7% | +5.6% | +2.6% |
| 30D | +9.9% | -3.7% | +13.7% | +10.7% |
| 3M | +28.2% | -6.6% | +34.8% | +29.7% |
| 6M | -2.9% | +2.6% | -5.5% | -3.3% |
| YTD | +16.0% | +4.8% | +11.2% | +15.4% |
| 1Y | +49.9% | +25.3% | +24.6% | +45.6% |
| 3Y | +263.6% | -26.9% | +290.4% | +279.7% |
| 5Y | +233.6% | -33.5% | +267.1% | +236.0% |
| All | +233.6% | -35.0% | +268.5% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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