+393.0%
GDX vs MGY
+206.7%
+186.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.0% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | +9.5% | +10.1% | -0.6% | +8.7% |
| 3M | +25.1% | -1.5% | +26.6% | +25.1% |
| 6M | -2.9% | -4.9% | +2.0% | -3.0% |
| YTD | +14.7% | +27.7% | -12.9% | +11.9% |
| 1Y | +47.4% | +20.1% | +27.4% | +44.4% |
| 3Y | +259.7% | +24.9% | +234.8% | +248.8% |
| 5Y | +227.7% | +91.6% | +136.1% | +214.8% |
| All | +393.0% | +206.7% | +186.3% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling