+214.2%
GDX vs USB
+290.4%
-76.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | +18.6% | -1.3% | +19.9% | +18.7% |
| 3M | +14.9% | +15.2% | -0.4% | +13.4% |
| 6M | -6.3% | +18.8% | -25.1% | -7.7% |
| YTD | +15.7% | +21.0% | -5.3% | +13.7% |
| 1Y | +54.8% | +34.0% | +20.8% | +50.7% |
| 3Y | +253.4% | +95.3% | +158.1% | +231.3% |
| 5Y | +219.7% | +40.4% | +179.3% | +205.2% |
| 10Y | +300.2% | +107.3% | +192.9% | +260.4% |
| All | +214.2% | +290.4% | -76.2% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling