+214.8%
GDX vs MOH
+680.5%
-465.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.9% | -4.2% | +6.1% | +2.2% |
| 30D | +9.9% | -2.4% | +12.3% | +10.1% |
| 3M | +28.2% | -4.4% | +32.6% | +28.4% |
| 6M | -2.9% | +32.9% | -35.8% | -5.4% |
| YTD | +16.0% | +11.9% | +4.1% | +14.0% |
| 1Y | +49.9% | +6.9% | +42.9% | +47.3% |
| 3Y | +263.6% | -39.4% | +303.0% | +267.6% |
| 5Y | +233.6% | -25.0% | +258.5% | +228.8% |
| 10Y | +315.3% | +244.9% | +70.5% | +237.6% |
| All | +214.8% | +680.5% | -465.6% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling