+315.3%
GDX vs MTB
+172.8%
+142.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.9% |
| 30D | +9.9% | -4.6% | +14.5% | +10.0% |
| 3M | +28.2% | +6.3% | +21.9% | +28.0% |
| 6M | -2.9% | +15.6% | -18.5% | -3.1% |
| YTD | +16.0% | +20.6% | -4.6% | +15.6% |
| 1Y | +49.9% | +22.5% | +27.3% | +49.4% |
| 3Y | +263.6% | +114.4% | +149.1% | +260.5% |
| 5Y | +233.6% | +101.9% | +131.7% | +235.1% |
| 10Y | +315.3% | +170.4% | +144.9% | +341.5% |
| All | +315.3% | +172.8% | +142.5% | +341.5% |
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