+54.9%
GDXY vs SPY
+45.9%
+9.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.6% |
| 7D | +9.2% | -0.6% | +9.8% | +9.5% |
| 30D | -3.0% | -3.7% | +0.7% | -0.4% |
| 3M | -2.4% | -2.7% | +0.4% | -0.4% |
| 6M | -8.7% | +2.2% | -10.9% | -9.4% |
| YTD | -6.8% | +10.8% | -17.6% | -11.3% |
| 1Y | +1.3% | +11.2% | -9.9% | -3.8% |
| All | +54.9% | +45.9% | +9.1% | +24.6% |
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