+171.4%
GDX vs MOD
+305.4%
-134.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.6% | +2.0% |
| 7D | +5.4% | -34.2% | +39.6% | +8.8% |
| 30D | -2.8% | -51.9% | +49.1% | +3.1% |
| 3M | +2.5% | -53.0% | +55.5% | +8.8% |
| 6M | -0.1% | -66.4% | +66.3% | +8.8% |
| YTD | 0.0% | -31.5% | +31.5% | +2.2% |
| 1Y | +22.2% | -39.6% | +61.8% | +25.9% |
| 3Y | +201.4% | +116.8% | +84.6% | +172.0% |
| 5Y | +180.6% | +713.8% | -533.2% | +123.0% |
| 10Y | +277.2% | +882.7% | -605.5% | +170.7% |
| All | +171.4% | +305.4% | -134.0% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling