+78.5%
SPY vs GDX
+259.1%
-180.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +0.5% | +4.0% | -3.4% | +0.1% |
| 30D | -0.9% | +9.5% | -10.4% | -2.2% |
| 3M | +3.9% | +25.1% | -21.2% | +0.6% |
| 6M | +14.5% | -2.9% | +17.5% | +13.9% |
| YTD | +12.9% | +14.7% | -1.8% | +9.6% |
| 1Y | +19.4% | +47.4% | -28.1% | +11.7% |
| 3Y | +78.5% | +259.7% | -181.2% | +44.9% |
| All | +78.5% | +259.1% | -180.6% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling