+158.4%
GDX vs MDY
+526.5%
-368.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +2.3% | -9.1% | -7.8% |
| 30D | -2.1% | +2.0% | -4.1% | -3.1% |
| 3M | -7.5% | -5.6% | -1.9% | -4.5% |
| 6M | -15.2% | +1.3% | -16.4% | -15.2% |
| YTD | -4.8% | +12.3% | -17.1% | -9.4% |
| 1Y | +6.7% | +15.8% | -9.1% | +0.2% |
| 3Y | +212.7% | +56.5% | +156.2% | +149.9% |
| 5Y | +151.7% | +35.1% | +116.5% | +113.8% |
| 10Y | +330.3% | +167.4% | +162.9% | +138.7% |
| All | +158.4% | +526.5% | -368.1% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling