+40.2%
GDX vs MO
+11.1%
+29.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.2% |
| 7D | -2.2% | +0.1% | -2.3% | -2.1% |
| 30D | +6.8% | +7.1% | -0.4% | +9.9% |
| 3M | +24.9% | -2.0% | +26.9% | +24.6% |
| 6M | -4.2% | +7.3% | -11.5% | -2.7% |
| YTD | +13.2% | +23.5% | -10.2% | +21.2% |
| 1Y | +40.2% | +11.0% | +29.2% | +42.4% |
| All | +40.2% | +11.1% | +29.1% | +42.4% |
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