+212.7%
GDX vs M
+158.0%
+54.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.4% |
| 7D | -6.8% | +7.0% | -13.8% | -7.5% |
| 30D | -2.1% | +8.9% | -11.0% | -3.1% |
| 3M | -7.5% | +4.5% | -12.0% | -8.1% |
| 6M | -15.2% | +36.2% | -51.4% | -17.9% |
| YTD | -4.8% | +15.1% | -19.9% | -6.8% |
| 1Y | +6.7% | +27.4% | -20.7% | +3.4% |
| 3Y | +212.7% | +160.1% | +52.6% | +182.4% |
| All | +212.7% | +158.0% | +54.8% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling