+391.5%
GDXU vs SPY
+75.5%
+316.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -9.0% |
| 7D | -16.6% | -2.0% | -14.6% | -11.9% |
| 30D | +10.1% | -1.7% | +11.7% | +15.9% |
| 3M | +72.3% | +4.7% | +67.6% | +59.4% |
| 6M | -55.5% | +12.5% | -68.0% | -61.8% |
| YTD | -40.5% | +11.7% | -52.2% | -47.1% |
| 1Y | -3.5% | +17.5% | -21.0% | -19.9% |
| All | +391.5% | +75.5% | +316.0% | +81.5% |
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