+30.5%
GDXW vs SPY
+11.7%
+18.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -2.9% |
| 7D | -6.7% | -2.0% | -4.8% | -2.0% |
| 30D | +7.1% | -1.7% | +8.8% | +11.7% |
| 3M | +34.8% | +4.7% | +30.0% | +20.6% |
| 6M | -12.5% | +12.5% | -25.0% | -31.2% |
| YTD | +7.6% | +11.7% | -4.1% | -14.6% |
| All | +30.5% | +11.7% | +18.7% | +2.7% |
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