+194.2%
GDX vs MOD
+832.8%
-638.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.9% | -5.5% | +3.4% |
| 7D | +15.6% | -13.9% | +29.5% | +16.7% |
| 30D | +2.4% | -41.5% | +44.0% | +7.9% |
| 3M | +1.7% | -45.7% | +47.5% | +7.8% |
| 6M | -3.3% | -61.1% | +57.8% | +5.7% |
| YTD | +6.6% | -20.5% | +27.1% | +9.6% |
| 1Y | +27.0% | -32.1% | +59.1% | +31.9% |
| 3Y | +243.4% | +146.5% | +96.9% | +214.0% |
| 5Y | +194.2% | +812.7% | -618.5% | +143.3% |
| All | +194.2% | +832.8% | -638.6% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling