+49.9%
GDX vs MAR
+24.8%
+25.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +9.9% | -4.7% | +14.6% | +11.0% |
| 3M | +28.2% | -15.6% | +43.8% | +31.8% |
| 6M | -2.9% | +1.2% | -4.1% | -2.7% |
| YTD | +16.0% | +7.5% | +8.5% | +16.0% |
| 1Y | +49.9% | +26.6% | +23.3% | +57.2% |
| All | +49.9% | +24.8% | +25.0% | +57.2% |
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