+150.7%
GDX vs MKC
-35.5%
+186.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -6.8% | -3.0% | -3.8% | -6.3% |
| 30D | -2.1% | +4.8% | -6.9% | -3.1% |
| 3M | -7.5% | -12.8% | +5.3% | -5.2% |
| 6M | -15.2% | +5.0% | -20.2% | -16.9% |
| YTD | -4.8% | -29.1% | +24.2% | +2.6% |
| 1Y | +6.7% | -26.4% | +33.1% | +13.8% |
| 3Y | +212.7% | -21.6% | +234.4% | +220.5% |
| All | +150.7% | -35.5% | +186.2% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling