+214.2%
GDX vs UPS
+151.8%
+62.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -0.4% | -2.9% | +2.5% | +0.2% |
| 30D | +18.6% | -3.5% | +22.1% | +19.5% |
| 3M | +14.9% | -5.7% | +20.6% | +16.2% |
| 6M | -6.3% | -4.4% | -1.9% | -5.6% |
| YTD | +15.7% | +8.0% | +7.7% | +13.9% |
| 1Y | +54.8% | +29.0% | +25.8% | +47.1% |
| 3Y | +253.4% | -27.7% | +281.2% | +269.9% |
| 5Y | +219.7% | -34.3% | +254.0% | +236.0% |
| 10Y | +300.2% | +37.8% | +262.4% | +235.7% |
| All | +214.2% | +151.8% | +62.4% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling