+56.4%
GDXY vs SPY
+43.0%
+13.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +11.1% | -2.7% | +13.9% | +13.1% |
| 30D | +1.4% | -5.4% | +6.8% | +5.3% |
| 3M | +4.1% | -4.1% | +8.2% | +7.2% |
| 6M | -6.4% | +0.7% | -7.1% | -6.1% |
| YTD | -5.9% | +8.7% | -14.6% | -9.3% |
| 1Y | +7.4% | +10.9% | -3.5% | +2.8% |
| All | +56.4% | +43.0% | +13.4% | +27.5% |
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