+326.3%
GDX vs MTB
+115.1%
+211.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | -6.8% | +1.5% | -8.4% | -6.8% |
| 30D | -2.1% | +2.3% | -4.5% | -2.1% |
| 3M | -7.5% | -12.1% | +4.6% | -7.4% |
| 6M | -15.2% | +9.8% | -25.0% | -15.3% |
| YTD | -4.8% | +12.0% | -16.8% | -5.0% |
| 1Y | +6.7% | +22.0% | -15.3% | +6.4% |
| 3Y | +212.7% | +107.6% | +105.1% | +210.0% |
| 5Y | +151.7% | +61.9% | +89.8% | +151.0% |
| All | +326.3% | +115.1% | +211.1% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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