+326.3%
GDX vs URA
+266.3%
+60.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | -6.8% | -1.5% | -5.3% | -6.2% |
| 30D | -2.1% | -10.4% | +8.3% | +2.1% |
| 3M | -7.5% | -29.6% | +22.1% | +5.9% |
| 6M | -15.2% | -40.3% | +25.1% | +3.4% |
| YTD | -4.8% | -25.5% | +20.7% | +7.6% |
| 1Y | +6.7% | -26.4% | +33.1% | +20.8% |
| 3Y | +212.7% | +31.4% | +181.3% | +183.8% |
| 5Y | +151.7% | +28.6% | +123.1% | +121.4% |
| All | +326.3% | +266.3% | +60.0% | +122.5% |
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