+71.0%
UBER vs GDX
+425.2%
-354.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | -7.0% | +1.9% | -8.9% | -7.5% |
| 30D | -8.9% | +9.9% | -18.8% | -11.1% |
| 3M | +1.0% | +28.2% | -27.2% | -5.4% |
| 6M | -3.7% | -2.9% | -0.8% | -4.4% |
| YTD | -13.0% | +16.0% | -29.0% | -18.6% |
| 1Y | -25.5% | +49.9% | -75.4% | -35.4% |
| 3Y | +50.5% | +263.6% | -213.1% | -1.2% |
| 5Y | +76.2% | +233.6% | -157.4% | +15.1% |
| All | +71.0% | +425.2% | -354.2% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling