+344.9%
GDX vs MTB
+114.2%
+230.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +0.7% | -2.0% | +2.7% | +0.8% |
| 30D | -3.8% | +0.1% | -3.9% | -3.7% |
| 3M | -5.4% | -12.1% | +6.7% | -5.3% |
| 6M | -12.7% | +7.3% | -20.0% | -12.8% |
| YTD | -0.7% | +11.5% | -12.2% | -0.9% |
| 1Y | +11.9% | +21.3% | -9.4% | +11.6% |
| 3Y | +223.9% | +104.1% | +119.8% | +221.1% |
| 5Y | +163.2% | +61.8% | +101.4% | +162.6% |
| All | +344.9% | +114.2% | +230.7% | +440.4% |
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