+46.3%
GDXY vs SPY
+46.7%
-0.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -6.5% | +2.6% | -9.1% | -8.1% |
| 30D | -2.4% | -2.0% | -0.4% | -1.1% |
| 3M | -6.0% | -2.8% | -3.2% | -4.1% |
| 6M | -15.2% | +2.1% | -17.4% | -16.0% |
| YTD | -12.0% | +11.5% | -23.5% | -16.6% |
| 1Y | -5.3% | +13.5% | -18.8% | -11.0% |
| All | +46.3% | +46.7% | -0.4% | +17.2% |
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