+319.2%
GDX vs MOD
+920.5%
-601.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -5.3% |
| 7D | +11.5% | -17.8% | +29.3% | +12.3% |
| 30D | -3.1% | -43.2% | +40.1% | -0.4% |
| 3M | -4.4% | -46.0% | +41.6% | -1.6% |
| 6M | -8.6% | -62.2% | +53.7% | -4.4% |
| YTD | +0.8% | -22.8% | +23.6% | +2.8% |
| 1Y | +14.7% | -35.5% | +50.1% | +17.5% |
| 3Y | +228.8% | +128.2% | +100.5% | +226.3% |
| 5Y | +173.4% | +791.6% | -618.2% | +169.6% |
| 10Y | +319.2% | +886.3% | -567.1% | +355.7% |
| All | +319.2% | +920.5% | -601.3% | +355.7% |
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