+204.7%
GDX vs USB
+90.4%
+114.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.8% |
| 7D | +5.4% | -1.5% | +6.9% | +5.8% |
| 30D | -2.8% | +4.3% | -7.1% | -3.6% |
| 3M | +2.5% | -6.1% | +8.5% | +3.6% |
| 6M | -0.1% | +9.4% | -9.5% | -2.2% |
| YTD | 0.0% | +15.2% | -15.2% | -3.2% |
| 1Y | +22.2% | +32.8% | -10.5% | +15.8% |
| All | +204.7% | +90.4% | +114.3% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling