+14.7%
GDX vs USAR
-55.1%
+69.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.6% | +4.2% | -3.5% |
| 7D | +11.5% | -9.1% | +20.5% | +13.2% |
| 30D | -3.1% | -36.9% | +33.8% | +5.6% |
| 3M | -4.4% | -58.4% | +54.0% | +12.8% |
| 6M | -8.6% | -70.6% | +62.1% | +13.3% |
| YTD | +0.8% | -33.4% | +34.3% | +10.5% |
| 1Y | +14.7% | -54.0% | +68.7% | +29.6% |
| All | +14.7% | -55.1% | +69.8% | +29.6% |
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