+214.2%
GDX vs MOS
+116.9%
+97.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | -0.4% | +9.5% | -9.9% | -3.0% |
| 30D | +18.6% | +10.4% | +8.2% | +15.2% |
| 3M | +14.9% | +12.9% | +2.0% | +10.6% |
| 6M | -6.3% | +1.2% | -7.5% | -7.5% |
| YTD | +15.7% | +9.3% | +6.4% | +11.8% |
| 1Y | +54.8% | -18.0% | +72.8% | +61.0% |
| 3Y | +253.4% | -29.0% | +282.5% | +272.4% |
| 5Y | +219.7% | -9.6% | +229.2% | +197.5% |
| 10Y | +300.2% | +6.1% | +294.1% | +197.4% |
| All | +214.2% | +116.9% | +97.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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