-99.9%
GDXD vs SPY
+78.7%
-178.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +1.2% |
| 7D | -13.1% | +0.5% | -13.7% | -11.5% |
| 30D | -33.2% | -0.9% | -32.3% | -34.2% |
| 3M | -66.6% | +3.9% | -70.5% | -61.0% |
| 6M | -52.0% | +14.5% | -66.5% | -25.0% |
| YTD | -80.2% | +12.9% | -93.1% | -69.4% |
| 1Y | -93.7% | +19.4% | -113.0% | -89.0% |
| 3Y | -99.9% | +78.5% | -178.3% | -99.4% |
| All | -99.9% | +78.7% | -178.6% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling