+173.4%
GDX vs MAR
+173.3%
+0.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.0% |
| 7D | +11.5% | +2.9% | +8.6% | +10.8% |
| 30D | -3.1% | +17.0% | -20.2% | -6.4% |
| 3M | -4.4% | +23.2% | -27.6% | -8.6% |
| 6M | -8.6% | +21.7% | -30.3% | -12.6% |
| YTD | +0.8% | +38.9% | -38.0% | -6.3% |
| 1Y | +14.7% | +48.7% | -34.0% | +5.1% |
| 3Y | +228.8% | +122.9% | +105.9% | +168.9% |
| 5Y | +173.4% | +177.5% | -4.1% | +107.7% |
| All | +173.4% | +173.3% | +0.1% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling