+228.9%
GDX vs USB
+40.0%
+188.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.6% |
| 30D | +18.6% | -1.3% | +19.9% | +18.8% |
| 3M | +14.9% | +15.2% | -0.4% | +12.6% |
| 6M | -6.3% | +18.8% | -25.1% | -8.5% |
| YTD | +15.7% | +21.0% | -5.3% | +12.6% |
| 1Y | +54.8% | +34.0% | +20.8% | +48.9% |
| 3Y | +253.4% | +95.3% | +158.1% | +221.8% |
| All | +228.9% | +40.0% | +188.8% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling