+213.5%
GDX vs MDY
+57.0%
+156.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.0% |
| 7D | -4.6% | +3.0% | -7.6% | -6.7% |
| 30D | -6.2% | +0.8% | -7.0% | -6.7% |
| 3M | -10.0% | -5.1% | -4.9% | -6.3% |
| 6M | -15.8% | +1.2% | -16.9% | -15.8% |
| YTD | -4.6% | +12.5% | -17.1% | -10.0% |
| 1Y | +4.0% | +13.8% | -9.7% | -2.3% |
| All | +213.5% | +57.0% | +156.5% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling