+226.7%
GDX vs MO
+99.2%
+127.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.6% |
| 7D | -5.4% | -1.0% | -4.4% | -5.3% |
| 30D | +6.6% | +5.8% | +0.8% | +6.0% |
| 3M | +30.1% | -4.5% | +34.6% | +30.2% |
| 6M | -7.1% | +5.7% | -12.8% | -9.1% |
| YTD | +12.0% | +23.1% | -11.2% | +5.9% |
| 1Y | +41.2% | +10.9% | +30.3% | +36.6% |
| 3Y | +251.0% | +96.1% | +154.9% | +183.3% |
| 5Y | +226.7% | +100.1% | +126.7% | +154.4% |
| All | +226.7% | +99.2% | +127.5% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling