+205.2%
GDX vs MA
+15,793.6%
-15,588.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -0.4% | -2.7% | +2.3% | +0.2% |
| 30D | +18.6% | +1.5% | +17.1% | +18.2% |
| 3M | +14.9% | +20.4% | -5.5% | +10.4% |
| 6M | -6.3% | +11.1% | -17.4% | -8.6% |
| YTD | +15.7% | +2.0% | +13.8% | +14.6% |
| 1Y | +54.8% | -2.2% | +57.0% | +54.4% |
| 3Y | +253.4% | +41.9% | +211.6% | +224.3% |
| 5Y | +219.7% | +75.4% | +144.3% | +177.8% |
| 10Y | +300.2% | +527.5% | -227.3% | +155.1% |
| All | +205.2% | +15,793.6% | -15,588.3% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling