+24.7%
GDX vs MA
+19.4%
+5.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.1% |
| 7D | +13.6% | +2.3% | +11.3% | +13.9% |
| 30D | +2.5% | +14.7% | -12.2% | +4.2% |
| 3M | +4.4% | +13.5% | -9.1% | +6.2% |
| 6M | -5.2% | +33.1% | -38.4% | -2.0% |
| YTD | +2.1% | +15.1% | -12.9% | +8.7% |
| 1Y | +24.7% | +18.7% | +6.0% | +30.6% |
| All | +24.7% | +19.4% | +5.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling