+36.0%
GDXW vs SPY
+13.6%
+22.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -1.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +21.6% | +0.1% | +21.6% | +21.7% |
| 3M | +15.9% | +2.0% | +13.9% | +11.6% |
| 6M | -12.1% | +13.0% | -25.1% | -31.9% |
| YTD | +12.2% | +13.5% | -1.4% | -14.4% |
| All | +36.0% | +13.6% | +22.5% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling