+492.7%
SPCX vs GDX
+137.0%
+355.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | -8.8% |
| 7D | +13.2% | -4.6% | +17.8% | +0.1% |
| 30D | -10.6% | -6.2% | -4.4% | -28.5% |
| 3M | -4.2% | -10.0% | +5.8% | -36.4% |
| 6M | +536.7% | -12.8% | +549.4% | +363.1% |
| YTD | +542.4% | -4.6% | +546.9% | +365.8% |
| 1Y | +446.0% | +4.0% | +442.0% | +295.2% |
| All | +492.7% | +137.0% | +355.7% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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