+747.7%
SPY vs GDX
+182.7%
+565.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | 0.0% |
| 7D | -2.7% | +13.6% | -16.3% | -4.4% |
| 30D | -5.4% | +2.5% | -7.9% | -5.8% |
| 3M | -4.1% | +4.4% | -8.5% | -5.0% |
| 6M | +0.7% | -5.2% | +5.9% | +0.7% |
| YTD | +8.7% | +2.1% | +6.5% | +6.9% |
| 1Y | +10.9% | +24.7% | -13.8% | +6.1% |
| 3Y | +75.0% | +211.3% | -136.3% | +46.5% |
| 5Y | +67.8% | +186.7% | -118.9% | +40.1% |
| 10Y | +312.9% | +285.3% | +27.5% | +219.9% |
| All | +747.7% | +182.7% | +565.1% | +466.5% |
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