+71.4%
GDXY vs SPY
+48.6%
+22.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +4.7% | +0.5% | +4.1% | +4.3% |
| 30D | +8.7% | -0.9% | +9.7% | +9.4% |
| 3M | +18.3% | +3.9% | +14.4% | +15.7% |
| 6M | -6.8% | +14.5% | -21.3% | -13.1% |
| YTD | +3.2% | +12.9% | -9.8% | -3.2% |
| 1Y | +22.0% | +19.4% | +2.7% | +12.2% |
| All | +71.4% | +48.6% | +22.8% | +36.1% |
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