+211.3%
GDX vs USAR
-19.7%
+231.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.8% | -8.7% | +1.4% |
| 7D | +13.6% | -14.5% | +28.1% | +14.7% |
| 30D | +2.5% | -37.8% | +40.3% | +5.7% |
| 3M | +4.4% | -52.8% | +57.1% | +9.6% |
| 6M | -5.2% | -71.2% | +66.0% | +1.9% |
| YTD | +2.1% | -30.9% | +33.0% | +6.3% |
| 1Y | +24.7% | -48.0% | +72.7% | +30.3% |
| 3Y | +211.3% | -19.7% | +231.0% | +242.9% |
| All | +211.3% | -19.7% | +231.0% | +242.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling