+326.3%
GDX vs MA
+567.5%
-241.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.5% |
| 7D | -6.8% | +1.3% | -8.1% | -7.0% |
| 30D | -2.1% | +9.6% | -11.7% | -3.6% |
| 3M | -7.5% | +16.8% | -24.3% | -9.9% |
| 6M | -15.2% | +35.2% | -50.4% | -19.6% |
| YTD | -4.8% | +16.6% | -21.4% | -7.6% |
| 1Y | +6.7% | +19.8% | -13.0% | +3.1% |
| 3Y | +212.7% | +70.7% | +142.0% | +180.5% |
| 5Y | +151.7% | +87.4% | +64.2% | +119.6% |
| All | +326.3% | +567.5% | -241.2% | +188.9% |
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