+260.9%
GDX vs URA
+114.7%
+146.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.6% |
| 7D | -0.4% | +1.1% | -1.5% | -0.9% |
| 30D | +18.6% | +7.4% | +11.2% | +14.7% |
| 3M | +14.9% | -8.4% | +23.3% | +19.5% |
| 6M | -6.3% | -12.7% | +6.5% | -0.7% |
| YTD | +15.7% | +7.8% | +7.9% | +13.9% |
| 1Y | +54.8% | +19.5% | +35.4% | +46.4% |
| All | +260.9% | +114.7% | +146.1% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling