+228.8%
GDX vs MTB
+105.4%
+123.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -5.3% |
| 7D | +11.5% | -0.7% | +12.1% | +11.5% |
| 30D | -3.1% | +1.4% | -4.6% | -3.2% |
| 3M | -4.4% | -11.6% | +7.2% | -3.4% |
| 6M | -8.6% | +5.4% | -14.0% | -9.4% |
| YTD | +0.8% | +11.7% | -10.9% | -0.7% |
| 1Y | +14.7% | +20.5% | -5.9% | +12.3% |
| 3Y | +228.8% | +104.5% | +124.2% | +165.2% |
| All | +228.8% | +105.4% | +123.4% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling