+18.5%
SPY vs GDX
+48.1%
-29.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.6% |
| 7D | -0.4% | +1.9% | -2.2% | -0.6% |
| 30D | -1.4% | +9.9% | -11.3% | -2.6% |
| 3M | +3.7% | +28.2% | -24.5% | +0.3% |
| 6M | +13.0% | -2.9% | +15.9% | +11.9% |
| YTD | +12.4% | +16.0% | -3.6% | +9.1% |
| 1Y | +18.5% | +49.9% | -31.3% | +10.1% |
| All | +18.5% | +48.1% | -29.6% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling