+301.2%
GDX vs USB
+92.8%
+208.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +2.5% | +5.8% | -3.3% | +2.3% |
| 3M | +4.4% | -6.0% | +10.3% | +4.6% |
| 6M | -5.2% | +7.8% | -13.0% | -5.5% |
| YTD | +2.1% | +14.6% | -12.5% | +1.6% |
| 1Y | +24.7% | +31.8% | -7.1% | +23.7% |
| 3Y | +211.3% | +91.5% | +119.8% | +206.6% |
| 5Y | +186.7% | +22.0% | +164.6% | +178.4% |
| All | +301.2% | +92.8% | +208.3% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling