+259.7%
GDX vs MTB
+118.5%
+141.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +4.0% | +2.8% | +1.2% | +3.7% |
| 30D | +9.5% | -4.2% | +13.7% | +9.9% |
| 3M | +25.1% | +7.8% | +17.3% | +23.8% |
| 6M | -2.9% | +14.8% | -17.8% | -4.7% |
| YTD | +14.7% | +20.8% | -6.0% | +12.0% |
| 1Y | +47.4% | +23.1% | +24.3% | +43.6% |
| 3Y | +259.7% | +114.8% | +144.9% | +202.9% |
| All | +259.7% | +118.5% | +141.1% | +202.9% |
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