+296.0%
GDX vs MOH
+264.4%
+31.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.1% |
| 7D | -2.2% | +1.7% | -3.9% | -2.2% |
| 30D | +6.8% | -0.9% | +7.6% | +6.8% |
| 3M | +24.9% | +5.7% | +19.2% | +24.7% |
| 6M | -4.2% | +39.1% | -43.3% | -5.1% |
| YTD | +13.2% | +17.7% | -4.5% | +12.5% |
| 1Y | +40.2% | +8.4% | +31.8% | +39.4% |
| 3Y | +249.6% | -36.6% | +286.2% | +251.1% |
| 5Y | +230.4% | -19.1% | +249.5% | +227.7% |
| All | +296.0% | +264.4% | +31.6% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling