+259.7%
GDX vs MAR
+68.8%
+190.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +4.0% | -1.7% | +5.7% | +4.3% |
| 30D | +9.5% | -6.9% | +16.4% | +10.8% |
| 3M | +25.1% | -15.8% | +40.9% | +28.6% |
| 6M | -2.9% | +1.9% | -4.9% | -3.1% |
| YTD | +14.7% | +6.6% | +8.1% | +13.6% |
| 1Y | +47.4% | +23.7% | +23.7% | +43.1% |
| 3Y | +259.7% | +64.6% | +195.1% | +218.3% |
| All | +259.7% | +68.8% | +190.9% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling