+326.3%
GDX vs MDY
+165.3%
+160.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +2.3% | -9.1% | -7.6% |
| 30D | -2.1% | +2.0% | -4.1% | -2.9% |
| 3M | -7.5% | -5.6% | -1.9% | -5.2% |
| 6M | -15.2% | +1.3% | -16.4% | -15.2% |
| YTD | -4.8% | +12.3% | -17.1% | -8.1% |
| 1Y | +6.7% | +15.8% | -9.1% | +2.0% |
| 3Y | +212.7% | +56.5% | +156.2% | +168.7% |
| 5Y | +151.7% | +35.1% | +116.5% | +122.9% |
| All | +326.3% | +165.3% | +160.9% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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