+173.8%
GDX vs MTB
+252.2%
-78.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| YTD | +0.8% | +11.7% | -10.9% | -0.3% |
| 1Y | +14.7% | +20.5% | -5.9% | +12.6% |
| 3Y | +228.8% | +104.5% | +124.2% | +205.3% |
| 5Y | +173.4% | +65.1% | +108.3% | +156.8% |
| 10Y | +319.2% | +119.5% | +199.7% | +267.0% |
| All | +173.8% | +252.2% | -78.5% | +112.1% |
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