+49.9%
GDX vs USAR
+25.8%
+24.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.6% |
| 7D | +1.9% | -4.4% | +6.3% | +2.6% |
| 30D | +9.9% | -10.4% | +20.3% | +11.6% |
| 3M | +28.2% | -18.4% | +46.6% | +31.0% |
| 6M | -2.9% | -8.8% | +5.9% | -3.1% |
| YTD | +16.0% | +43.4% | -27.4% | +11.8% |
| 1Y | +49.9% | +21.0% | +28.9% | +60.6% |
| All | +49.9% | +25.8% | +24.1% | +60.6% |
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