+211.5%
GDX vs MKTX
+1,815.2%
-1,603.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +4.0% | +0.4% | +3.5% | +3.9% |
| 30D | +9.5% | +1.0% | +8.5% | +9.3% |
| 3M | +25.1% | +41.3% | -16.2% | +18.5% |
| 6M | -2.9% | -11.3% | +8.4% | -2.0% |
| YTD | +14.7% | -8.6% | +23.3% | +15.3% |
| 1Y | +47.4% | -11.1% | +58.5% | +48.5% |
| 3Y | +259.7% | -24.5% | +284.2% | +266.6% |
| 5Y | +227.7% | -61.4% | +289.1% | +260.8% |
| 10Y | +289.0% | +6.8% | +282.1% | +272.8% |
| All | +211.5% | +1,815.2% | -1,603.7% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling