+214.2%
GDX vs MKC
+358.1%
-143.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.4% | -5.9% | +5.5% | +1.1% |
| 30D | +18.6% | -0.9% | +19.5% | +18.7% |
| 3M | +14.9% | +12.7% | +2.2% | +10.7% |
| 6M | -6.3% | -19.3% | +13.0% | -1.5% |
| YTD | +15.7% | -22.2% | +37.9% | +22.4% |
| 1Y | +54.8% | -23.3% | +78.2% | +64.0% |
| 3Y | +253.4% | -30.0% | +283.4% | +279.2% |
| 5Y | +219.7% | -33.8% | +253.4% | +245.0% |
| 10Y | +300.2% | +24.4% | +275.8% | +244.1% |
| All | +214.2% | +358.1% | -143.9% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling