+224.1%
GDX vs MCO
+28.6%
+195.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -2.2% | -3.8% | +1.6% | -1.1% |
| 30D | +6.8% | -0.4% | +7.1% | +6.9% |
| 3M | +24.9% | +7.7% | +17.2% | +22.3% |
| 6M | -4.2% | +7.0% | -11.2% | -6.3% |
| YTD | +13.2% | -6.4% | +19.6% | +14.2% |
| 1Y | +40.2% | -7.6% | +47.8% | +41.7% |
| 3Y | +249.6% | +43.2% | +206.4% | +197.4% |
| All | +224.1% | +28.6% | +195.5% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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