+22.2%
GDX vs USB
+33.6%
-11.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.3% |
| 7D | +5.4% | -1.5% | +6.9% | +6.1% |
| 30D | -2.8% | +4.3% | -7.1% | -4.5% |
| 3M | +2.5% | -6.1% | +8.5% | +4.4% |
| 6M | -0.1% | +9.4% | -9.5% | -5.6% |
| YTD | 0.0% | +15.2% | -15.2% | -10.3% |
| 1Y | +22.2% | +32.8% | -10.5% | +3.9% |
| All | +22.2% | +33.6% | -11.4% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling