+204.7%
GDX vs MOD
+116.8%
+87.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.6% | +2.2% |
| 7D | +5.4% | -34.2% | +39.6% | +10.1% |
| 30D | -2.8% | -51.9% | +49.1% | +5.5% |
| 3M | +2.5% | -53.0% | +55.5% | +11.3% |
| 6M | -0.1% | -66.4% | +66.3% | +12.5% |
| YTD | 0.0% | -31.5% | +31.5% | +5.9% |
| 1Y | +22.2% | -39.6% | +61.8% | +30.5% |
| All | +204.7% | +116.8% | +87.9% | +195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling