+24.7%
GDX vs MOD
-37.3%
+62.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.6% | +1.2% |
| 7D | +13.6% | -25.5% | +39.2% | +18.3% |
| 30D | +2.5% | -49.0% | +51.5% | +15.3% |
| 3M | +4.4% | -49.8% | +54.2% | +17.3% |
| 6M | -5.2% | -64.8% | +59.5% | +13.8% |
| YTD | +2.1% | -27.6% | +29.8% | +15.9% |
| 1Y | +24.7% | -35.2% | +59.9% | +43.0% |
| All | +24.7% | -37.3% | +62.0% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling