+158.4%
GDX vs MKC
+317.5%
-159.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -6.8% | -3.0% | -3.8% | -6.1% |
| 30D | -2.1% | +4.8% | -6.9% | -3.4% |
| 3M | -7.5% | -12.8% | +5.3% | -4.6% |
| 6M | -15.2% | +5.0% | -20.2% | -17.1% |
| YTD | -4.8% | -29.1% | +24.2% | +2.8% |
| 1Y | +6.7% | -26.4% | +33.1% | +14.0% |
| 3Y | +212.7% | -21.6% | +234.4% | +223.9% |
| 5Y | +151.7% | -35.2% | +186.9% | +172.2% |
| 10Y | +330.3% | +25.6% | +304.7% | +264.4% |
| All | +158.4% | +317.5% | -159.1% | +36.7% |
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