+291.6%
GDX vs MKC
+29.3%
+262.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.3% |
| 7D | -5.4% | -2.8% | -2.6% | -4.9% |
| 30D | +6.6% | -3.4% | +9.9% | +7.1% |
| 3M | +30.1% | +3.8% | +26.3% | +28.6% |
| 6M | -7.1% | -17.9% | +10.8% | -3.5% |
| YTD | +12.0% | -23.6% | +35.6% | +17.9% |
| 1Y | +41.2% | -23.1% | +64.3% | +48.2% |
| 3Y | +251.0% | -31.5% | +282.5% | +274.5% |
| 5Y | +226.7% | -33.1% | +259.8% | +248.4% |
| All | +291.6% | +29.3% | +262.3% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling