+24.8%
GDX vs MO
+45.9%
-21.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.6% | +9.6% |
| 7D | +0.8% | +6.9% | -6.1% | +3.8% |
| 30D | -3.2% | +14.9% | -18.2% | +2.9% |
| 3M | +8.6% | +16.4% | -7.9% | +16.2% |
| 6M | -1.2% | +9.6% | -10.8% | +4.5% |
| YTD | -1.4% | +41.8% | -43.2% | +10.7% |
| 1Y | +24.8% | +45.3% | -20.5% | +40.7% |
| All | +24.8% | +45.9% | -21.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling