+258.1%
GDX vs MDY
+48.7%
+209.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.9% |
| 7D | +1.9% | -0.8% | +2.7% | +2.5% |
| 30D | +9.9% | -3.9% | +13.8% | +13.2% |
| 3M | +28.2% | 0.0% | +28.2% | +28.6% |
| 6M | -2.9% | +8.5% | -11.4% | -7.1% |
| YTD | +16.0% | +13.2% | +2.8% | +8.8% |
| 1Y | +49.9% | +15.0% | +34.9% | +39.5% |
| All | +258.1% | +48.7% | +209.5% | +179.4% |
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 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