+218.8%
GDX vs USAR
+74.5%
+144.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +4.0% | +2.3% | +1.6% | +3.8% |
| 30D | +9.5% | -8.6% | +18.1% | +10.0% |
| 3M | +25.1% | -20.5% | +45.6% | +26.3% |
| 6M | -2.9% | +1.2% | -4.1% | -3.3% |
| YTD | +14.7% | +48.4% | -33.7% | +13.5% |
| 1Y | +47.4% | +30.6% | +16.8% | +46.6% |
| 3Y | +259.7% | +73.6% | +186.0% | +270.7% |
| All | +218.8% | +74.5% | +144.3% | +235.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling