-33.1%
GDXU vs SPY
+127.2%
-160.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.4% |
| 30D | +51.1% | +0.1% | +51.1% | +52.2% |
| 3M | +13.8% | +2.0% | +11.8% | +14.8% |
| 6M | -54.3% | +13.0% | -67.3% | -60.7% |
| YTD | -33.6% | +13.5% | -47.1% | -42.3% |
| 1Y | +28.1% | +20.0% | +8.1% | +2.2% |
| 3Y | +418.4% | +77.2% | +341.3% | +94.9% |
| 5Y | +19.6% | +81.9% | -62.3% | -57.5% |
| All | -33.1% | +127.2% | -160.3% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling