+319.2%
GDX vs URA
+289.1%
+30.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -2.0% | -4.1% |
| 7D | +11.5% | +0.3% | +11.2% | +11.2% |
| 30D | -3.1% | -14.8% | +11.7% | +3.0% |
| 3M | -4.4% | -25.3% | +20.9% | +6.9% |
| 6M | -8.6% | -39.9% | +31.4% | +11.0% |
| YTD | +0.8% | -22.4% | +23.3% | +12.2% |
| 1Y | +14.7% | -29.0% | +43.6% | +31.0% |
| 3Y | +228.8% | +41.0% | +187.8% | +190.8% |
| 5Y | +173.4% | +38.3% | +135.0% | +134.6% |
| 10Y | +319.2% | +276.1% | +43.2% | +115.4% |
| All | +319.2% | +289.1% | +30.2% | +115.4% |
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