+167.7%
GDX vs USB
+279.5%
-111.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.8% |
| 7D | +0.8% | +2.4% | -1.6% | +0.6% |
| 30D | -3.2% | +6.6% | -9.8% | -3.8% |
| 3M | +8.6% | -4.1% | +12.7% | +8.9% |
| 6M | -1.2% | +12.5% | -13.7% | -2.3% |
| YTD | -1.4% | +17.6% | -19.0% | -2.9% |
| 1Y | +24.8% | +36.5% | -11.7% | +21.4% |
| 3Y | +197.3% | +95.4% | +101.9% | +179.0% |
| 5Y | +185.5% | +26.1% | +159.4% | +175.1% |
| 10Y | +272.1% | +101.3% | +170.8% | +236.0% |
| All | +167.7% | +279.5% | -111.7% | +124.3% |
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