-6.3%
GDX vs URA
-11.5%
+5.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.8% |
| 7D | -0.4% | +1.1% | -1.5% | -1.2% |
| 30D | +18.6% | +7.4% | +11.2% | +12.3% |
| 3M | +14.9% | -8.4% | +23.3% | +21.5% |
| 6M | -6.3% | -12.7% | +6.5% | +1.9% |
| All | -6.3% | -11.5% | +5.2% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling