+185.4%
GDX vs MOD
+748.9%
-563.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.6% | +1.6% |
| 7D | +13.6% | -25.5% | +39.2% | +16.5% |
| 30D | +2.5% | -49.0% | +51.5% | +9.5% |
| 3M | +4.4% | -49.8% | +54.2% | +11.5% |
| 6M | -5.2% | -64.8% | +59.5% | +4.6% |
| YTD | +2.1% | -27.6% | +29.8% | +6.0% |
| 1Y | +24.7% | -35.2% | +59.9% | +30.3% |
| 3Y | +211.3% | +137.1% | +74.1% | +186.0% |
| All | +185.4% | +748.9% | -563.6% | +138.9% |
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