+349.2%
GDX vs URA
+277.9%
+71.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -2.1% |
| 7D | +0.7% | +2.9% | -2.1% | -0.5% |
| 30D | -3.8% | -10.8% | +7.1% | +0.6% |
| 3M | -5.4% | -25.5% | +20.1% | +5.8% |
| 6M | -12.7% | -41.2% | +28.5% | +6.8% |
| YTD | -0.7% | -21.3% | +20.6% | +9.9% |
| 1Y | +11.9% | -25.7% | +37.6% | +25.9% |
| 3Y | +223.9% | +43.1% | +180.8% | +184.9% |
| 5Y | +163.2% | +35.6% | +127.6% | +126.7% |
| 10Y | +349.2% | +281.3% | +67.9% | +137.2% |
| All | +349.2% | +277.9% | +71.2% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling