+68.0%
GDX vs URA
-51.6%
+119.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.4% |
| 7D | +13.6% | -4.1% | +17.8% | +15.3% |
| 30D | +2.5% | -19.0% | +21.5% | +11.3% |
| 3M | +4.4% | -25.1% | +29.5% | +17.0% |
| 6M | -5.2% | -44.5% | +39.3% | +19.3% |
| YTD | +2.1% | -24.3% | +26.4% | +14.6% |
| 1Y | +24.7% | -28.1% | +52.8% | +42.1% |
| 3Y | +211.3% | +40.7% | +170.6% | +168.4% |
| 5Y | +186.7% | +35.5% | +151.2% | +140.8% |
| 10Y | +285.3% | +281.2% | +4.2% | +97.6% |
| All | +68.0% | -51.6% | +119.7% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling