+171.4%
GDX vs USB
+271.5%
-100.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.6% |
| 7D | +5.4% | -1.5% | +6.9% | +5.6% |
| 30D | -2.8% | +4.3% | -7.1% | -3.2% |
| 3M | +2.5% | -6.1% | +8.5% | +3.0% |
| 6M | -0.1% | +9.4% | -9.5% | -0.9% |
| YTD | 0.0% | +15.2% | -15.2% | -1.3% |
| 1Y | +22.2% | +32.8% | -10.5% | +19.2% |
| 3Y | +201.4% | +91.3% | +110.1% | +183.4% |
| 5Y | +180.6% | +22.7% | +158.0% | +171.1% |
| 10Y | +277.2% | +97.0% | +180.1% | +241.3% |
| All | +171.4% | +271.5% | -100.1% | +127.8% |
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