+212.7%
GDX vs URA
+35.4%
+177.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.6% |
| 7D | -6.8% | -1.5% | -5.3% | -6.0% |
| 30D | -2.1% | -10.4% | +8.3% | +3.3% |
| 3M | -7.5% | -29.6% | +22.1% | +9.9% |
| 6M | -15.2% | -40.3% | +25.1% | +8.8% |
| YTD | -4.8% | -25.5% | +20.7% | +12.1% |
| 1Y | +6.7% | -26.4% | +33.1% | +25.8% |
| 3Y | +212.7% | +31.4% | +181.3% | +203.4% |
| All | +212.7% | +35.4% | +177.3% | +203.4% |
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 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