+47.4%
GDX vs URA
+20.2%
+27.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -2.8% |
| 7D | +4.0% | +8.1% | -4.2% | -1.0% |
| 30D | +9.5% | +5.8% | +3.7% | +5.6% |
| 3M | +25.1% | +3.4% | +21.7% | +22.1% |
| 6M | -2.9% | -2.6% | -0.3% | -2.1% |
| YTD | +14.7% | +11.2% | +3.6% | +11.6% |
| 1Y | +47.4% | +19.8% | +27.6% | +41.5% |
| All | +47.4% | +20.2% | +27.2% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling