+196.3%
GDX vs USAR
-13.4%
+209.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.5% | -2.1% | +3.9% |
| 7D | +15.6% | -1.1% | +16.6% | +15.5% |
| 30D | +2.4% | -30.3% | +32.7% | +4.8% |
| 3M | +1.7% | -54.7% | +56.4% | +7.1% |
| 6M | -3.3% | -67.5% | +64.2% | +3.2% |
| YTD | +6.6% | -26.4% | +33.0% | +10.4% |
| 1Y | +27.0% | -49.5% | +76.5% | +32.2% |
| 3Y | +243.4% | -14.5% | +257.8% | +265.6% |
| All | +196.3% | -13.4% | +209.8% | +226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling