+326.3%
GDX vs MAR
+529.3%
-203.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -6.8% | +1.6% | -8.4% | -7.0% |
| 30D | -2.1% | +13.8% | -15.9% | -3.5% |
| 3M | -7.5% | +20.3% | -27.8% | -9.3% |
| 6M | -15.2% | +21.3% | -36.5% | -17.0% |
| YTD | -4.8% | +37.2% | -42.0% | -8.0% |
| 1Y | +6.7% | +48.4% | -41.7% | +2.4% |
| 3Y | +212.7% | +120.1% | +92.6% | +187.1% |
| 5Y | +151.7% | +182.1% | -30.4% | +125.2% |
| All | +326.3% | +529.3% | -203.0% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling