+224.1%
GDX vs MKTX
-60.5%
+284.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.2% | -0.2% | -1.9% | -2.1% |
| 30D | +6.8% | +0.7% | +6.0% | +6.6% |
| 3M | +24.9% | +40.8% | -15.9% | +15.2% |
| 6M | -4.2% | -8.0% | +3.8% | -3.0% |
| YTD | +13.2% | -8.7% | +21.9% | +14.7% |
| 1Y | +40.2% | -11.8% | +52.0% | +43.0% |
| 3Y | +249.6% | -24.0% | +273.6% | +259.6% |
| All | +224.1% | -60.5% | +284.6% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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