-100.0%
GDXD vs SPY
+125.4%
-225.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -1.1% |
| 7D | +6.4% | -0.8% | +7.2% | +4.8% |
| 30D | -27.7% | -1.1% | -26.7% | -28.8% |
| 3M | -65.1% | +3.9% | -69.0% | -60.4% |
| 6M | -50.2% | +13.6% | -63.8% | -25.6% |
| YTD | -79.5% | +12.7% | -92.1% | -69.3% |
| 1Y | -92.7% | +17.5% | -110.2% | -87.8% |
| 3Y | -99.9% | +76.9% | -176.8% | -99.4% |
| 5Y | -100.0% | +83.6% | -183.5% | -99.8% |
| All | -100.0% | +125.4% | -225.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling