+36.4%
UPS vs GDXJ
+237.3%
-200.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -1.8% |
| 30D | -2.0% | +5.0% | -6.9% | -2.3% |
| 3M | -6.2% | +24.1% | -30.3% | -7.8% |
| 6M | +2.8% | -7.4% | +10.1% | +2.7% |
| YTD | +5.9% | +10.2% | -4.3% | +4.5% |
| 1Y | +26.2% | +42.5% | -16.3% | +22.6% |
| 3Y | -26.0% | +285.7% | -311.7% | -33.1% |
| 5Y | -34.3% | +231.9% | -266.1% | -40.7% |
| All | +36.4% | +237.3% | -200.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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