+349.2%
GDX vs MAR
+541.3%
-192.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | -3.8% | +16.2% | -20.0% | -5.3% |
| 3M | -5.4% | +23.1% | -28.5% | -7.5% |
| 6M | -12.7% | +22.0% | -34.7% | -14.6% |
| YTD | -0.7% | +39.2% | -39.8% | -4.1% |
| 1Y | +11.9% | +48.3% | -36.4% | +7.3% |
| 3Y | +223.9% | +123.4% | +100.5% | +196.8% |
| 5Y | +163.2% | +185.4% | -22.2% | +135.2% |
| 10Y | +349.2% | +539.2% | -190.0% | +277.6% |
| All | +349.2% | +541.3% | -192.1% | +277.6% |
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