+245.7%
GDX vs MGY
+24.9%
+220.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | -5.4% | +1.8% | -7.2% | -5.5% |
| 30D | +6.6% | +6.5% | +0.1% | +5.9% |
| 3M | +30.1% | +0.3% | +29.8% | +30.1% |
| 6M | -7.1% | -2.4% | -4.7% | -7.8% |
| YTD | +12.0% | +29.0% | -17.0% | +5.1% |
| 1Y | +41.2% | +17.0% | +24.2% | +34.7% |
| All | +245.7% | +24.9% | +220.8% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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