+24.8%
GDX vs MAR
+62.0%
-37.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.3% |
| 7D | +0.8% | +7.7% | -7.0% | -1.7% |
| 30D | -3.2% | +19.4% | -22.6% | -8.4% |
| 3M | +8.6% | +23.3% | -14.8% | +1.7% |
| 6M | -1.2% | +22.8% | -24.1% | -8.0% |
| YTD | -1.4% | +37.8% | -39.1% | -11.7% |
| 1Y | +24.8% | +57.4% | -32.6% | +5.7% |
| All | +24.8% | +62.0% | -37.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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