+213.5%
GDX vs MO
+142.7%
+70.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.6% | -3.8% |
| 7D | -4.6% | +0.4% | -5.0% | -4.5% |
| 30D | -6.2% | +8.9% | -15.1% | -4.8% |
| 3M | -10.0% | +23.0% | -33.0% | -7.2% |
| 6M | -15.8% | +15.0% | -30.7% | -14.2% |
| YTD | -4.6% | +41.7% | -46.3% | -3.9% |
| 1Y | +4.0% | +43.3% | -39.3% | +4.6% |
| All | +213.5% | +142.7% | +70.8% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling