+764.6%
SPY vs GDX
+179.1%
+585.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | +0.3% |
| 7D | -0.6% | +11.5% | -12.0% | -2.0% |
| 30D | -3.7% | -3.1% | -0.6% | -3.4% |
| 3M | -2.7% | -4.4% | +1.7% | -2.5% |
| 6M | +2.2% | -8.6% | +10.7% | +2.6% |
| YTD | +10.8% | +0.8% | +10.0% | +9.2% |
| 1Y | +11.2% | +14.7% | -3.4% | +7.6% |
| 3Y | +76.5% | +228.8% | -152.3% | +46.7% |
| 5Y | +72.9% | +173.4% | -100.4% | +45.3% |
| 10Y | +304.8% | +319.2% | -14.4% | +210.1% |
| All | +764.6% | +179.1% | +585.5% | +478.6% |
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