+214.2%
GDX vs MTB
+283.0%
-68.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | +18.6% | -4.2% | +22.8% | +19.0% |
| 3M | +14.9% | +8.9% | +6.0% | +13.9% |
| 6M | -6.3% | +10.9% | -17.1% | -7.2% |
| YTD | +15.7% | +21.5% | -5.8% | +13.6% |
| 1Y | +54.8% | +21.9% | +32.9% | +51.8% |
| 3Y | +253.4% | +109.2% | +144.2% | +227.3% |
| 5Y | +219.7% | +102.0% | +117.7% | +194.7% |
| 10Y | +300.2% | +171.9% | +128.3% | +240.6% |
| All | +214.2% | +283.0% | -68.8% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling