-38.3%
GDXU vs SPY
+125.4%
-163.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +1.0% |
| 7D | -7.8% | -0.8% | -7.0% | -6.0% |
| 30D | +10.4% | -1.1% | +11.5% | +13.9% |
| 3M | +51.6% | +3.9% | +47.7% | +43.5% |
| 6M | -51.0% | +13.6% | -64.7% | -58.3% |
| YTD | -38.7% | +12.7% | -51.4% | -45.8% |
| 1Y | -6.2% | +17.5% | -23.7% | -21.9% |
| 3Y | +406.1% | +76.9% | +329.2% | +91.4% |
| 5Y | +32.1% | +83.6% | -51.5% | -54.6% |
| All | -38.3% | +125.4% | -163.8% | -85.1% |
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