+326.3%
GDX vs MOD
+1,079.7%
-753.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.1% | -1.7% |
| 7D | -6.8% | +40.4% | -47.2% | -8.6% |
| 30D | -2.1% | -14.0% | +11.9% | -1.7% |
| 3M | -7.5% | -33.3% | +25.8% | -5.9% |
| 6M | -15.2% | -51.4% | +36.2% | -12.5% |
| YTD | -4.8% | +1.6% | -6.4% | -4.5% |
| 1Y | +6.7% | +5.4% | +1.3% | +6.9% |
| 3Y | +212.7% | +191.0% | +21.7% | +204.3% |
| 5Y | +151.7% | +1,093.1% | -941.5% | +141.9% |
| All | +326.3% | +1,079.7% | -753.4% | +331.7% |
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