+167.2%
GDX vs MNDY
-49.8%
+217.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +1.0% |
| 7D | -2.2% | -4.6% | +2.5% | -2.0% |
| 30D | +6.8% | +1.0% | +5.7% | +6.6% |
| 3M | +24.9% | +9.1% | +15.8% | +24.2% |
| 6M | -4.2% | +14.2% | -18.4% | -5.2% |
| YTD | +13.2% | -41.1% | +54.4% | +15.8% |
| 1Y | +40.2% | -54.7% | +94.9% | +45.2% |
| 3Y | +249.6% | -50.6% | +300.2% | +255.4% |
| 5Y | +230.4% | -76.7% | +307.0% | +227.1% |
| All | +167.2% | -49.8% | +217.0% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling