+4.0%
GDX vs USAR
-54.5%
+58.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.5% |
| 7D | -4.6% | +8.8% | -13.3% | -6.2% |
| 30D | -6.2% | -28.5% | +22.3% | -0.2% |
| 3M | -10.0% | -56.2% | +46.1% | +5.2% |
| 6M | -15.8% | -68.4% | +52.7% | +3.3% |
| YTD | -4.6% | -32.2% | +27.6% | +3.8% |
| 1Y | +4.0% | -52.3% | +56.3% | +16.7% |
| All | +4.0% | -54.5% | +58.5% | +16.7% |
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