+213.5%
GDX vs MA
+68.5%
+145.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.8% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -6.2% | +7.9% | -14.1% | -6.7% |
| 3M | -10.0% | +16.8% | -26.8% | -11.0% |
| 6M | -15.8% | +31.0% | -46.7% | -17.6% |
| YTD | -4.6% | +15.0% | -19.6% | -4.7% |
| 1Y | +4.0% | +17.0% | -13.0% | +3.4% |
| All | +213.5% | +68.5% | +145.0% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling