+281.6%
GDX vs MOD
+1,642.7%
-1,361.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -2.4% |
| 7D | -0.4% | +9.6% | -10.0% | -0.9% |
| 30D | +18.6% | 0.0% | +18.6% | +18.6% |
| 3M | +14.9% | -35.4% | +50.3% | +17.1% |
| 6M | -6.3% | -7.3% | +1.0% | -5.9% |
| YTD | +15.7% | +45.8% | -30.1% | +14.5% |
| 1Y | +54.8% | +43.1% | +11.7% | +53.2% |
| 3Y | +253.4% | +297.7% | -44.2% | +241.0% |
| 5Y | +219.7% | +1,478.8% | -1,259.1% | +206.5% |
| All | +281.6% | +1,642.7% | -1,361.1% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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