+224.1%
GDX vs MGY
+88.8%
+135.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.2% | +3.5% | -5.7% | -2.8% |
| 30D | +6.8% | +5.3% | +1.5% | +5.8% |
| 3M | +24.9% | +2.6% | +22.3% | +24.0% |
| 6M | -4.2% | -3.3% | -0.9% | -4.8% |
| YTD | +13.2% | +29.2% | -16.0% | +5.8% |
| 1Y | +40.2% | +18.0% | +22.2% | +33.2% |
| 3Y | +249.6% | +30.0% | +219.6% | +217.6% |
| All | +224.1% | +88.8% | +135.3% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling