+315.3%
GDX vs MAR
+419.7%
-104.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +9.9% | -4.7% | +14.6% | +10.5% |
| 3M | +28.2% | -15.6% | +43.8% | +30.5% |
| 6M | -2.9% | +1.2% | -4.1% | -3.0% |
| YTD | +16.0% | +7.5% | +8.5% | +15.0% |
| 1Y | +49.9% | +26.6% | +23.3% | +46.1% |
| 3Y | +263.6% | +66.0% | +197.6% | +242.7% |
| 5Y | +233.6% | +154.1% | +79.5% | +202.7% |
| 10Y | +315.3% | +441.9% | -126.5% | +166.6% |
| All | +315.3% | +419.7% | -104.4% | +166.6% |
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