+169.4%
GDX vs MA
+17,837.3%
-17,667.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.3% |
| 7D | +13.6% | +2.3% | +11.3% | +13.2% |
| 30D | +2.5% | +14.7% | -12.2% | -0.3% |
| 3M | +4.4% | +13.5% | -9.1% | +1.6% |
| 6M | -5.2% | +33.1% | -38.4% | -10.8% |
| YTD | +2.1% | +15.1% | -12.9% | -1.3% |
| 1Y | +24.7% | +18.7% | +6.0% | +19.7% |
| 3Y | +211.3% | +72.1% | +139.2% | +174.5% |
| 5Y | +186.7% | +92.8% | +93.9% | +144.7% |
| 10Y | +285.3% | +571.6% | -286.3% | +142.2% |
| All | +169.4% | +17,837.3% | -17,667.9% | -32.5% |
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