+211.3%
GDX vs URI
+138.8%
+72.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +2.0% |
| 7D | +13.6% | -9.8% | +23.4% | +15.4% |
| 30D | +2.5% | +1.7% | +0.8% | +1.9% |
| 3M | +4.4% | -9.1% | +13.4% | +5.7% |
| 6M | -5.2% | +9.9% | -15.1% | -7.1% |
| YTD | +2.1% | +31.2% | -29.1% | -3.5% |
| 1Y | +24.7% | +25.9% | -1.2% | +18.6% |
| 3Y | +211.3% | +147.4% | +63.9% | +148.8% |
| All | +211.3% | +138.8% | +72.5% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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