+289.0%
GDX vs MA
+508.8%
-219.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.6% |
| 7D | +4.0% | -1.8% | +5.7% | +4.3% |
| 30D | +9.5% | +1.4% | +8.1% | +9.2% |
| 3M | +25.1% | +17.7% | +7.3% | +21.4% |
| 6M | -2.9% | +9.7% | -12.6% | -4.8% |
| YTD | +14.7% | +0.5% | +14.2% | +14.2% |
| 1Y | +47.4% | -2.1% | +49.5% | +47.3% |
| 3Y | +259.7% | +40.1% | +219.6% | +233.2% |
| 5Y | +227.7% | +67.5% | +160.1% | +190.7% |
| 10Y | +289.0% | +505.6% | -216.6% | +134.0% |
| All | +289.0% | +508.8% | -219.9% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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