+327.3%
GDX vs MOD
+822.6%
-495.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.9% |
| 7D | -4.6% | +16.1% | -20.7% | -5.3% |
| 30D | -6.2% | -38.5% | +32.3% | -3.9% |
| 3M | -10.0% | -46.8% | +36.8% | -7.2% |
| 6M | -15.8% | -61.6% | +45.8% | -11.8% |
| YTD | -4.6% | -20.5% | +15.9% | -2.9% |
| 1Y | +4.0% | -28.0% | +32.0% | +6.2% |
| 3Y | +211.1% | +134.9% | +76.1% | +207.0% |
| 5Y | +152.3% | +833.2% | -680.9% | +146.1% |
| All | +327.3% | +822.6% | -495.3% | +339.1% |
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