+785.7%
SPY vs GDX
+220.3%
+565.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +0.1% | +18.6% | -18.6% | -2.3% |
| 3M | +2.0% | +14.9% | -12.9% | -0.2% |
| 6M | +13.0% | -6.3% | +19.3% | +13.1% |
| YTD | +13.5% | +15.7% | -2.2% | +10.1% |
| 1Y | +20.0% | +54.8% | -34.9% | +11.6% |
| 3Y | +77.2% | +253.4% | -176.3% | +46.1% |
| 5Y | +81.9% | +219.7% | -137.8% | +50.0% |
| 10Y | +314.1% | +300.2% | +13.9% | +219.6% |
| All | +785.7% | +220.3% | +565.5% | +483.6% |
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