+24.8%
GDX vs USAR
-49.3%
+74.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -5.9% | +14.9% | +10.2% |
| 7D | +0.8% | -21.8% | +22.5% | +5.7% |
| 30D | -3.2% | -39.9% | +36.7% | +6.7% |
| 3M | +8.6% | -52.5% | +61.1% | +25.0% |
| 6M | -1.2% | -67.9% | +66.7% | +20.7% |
| YTD | -1.4% | -31.1% | +29.7% | +7.3% |
| 1Y | +24.8% | -49.8% | +74.6% | +41.1% |
| All | +24.8% | -49.3% | +74.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling