+296.0%
GDX vs MTCH
+208.0%
+88.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.0% |
| 7D | -2.2% | +1.3% | -3.4% | -2.3% |
| 30D | +6.8% | +15.9% | -9.1% | +4.8% |
| 3M | +24.9% | +23.3% | +1.7% | +21.5% |
| 6M | -4.2% | +40.1% | -44.3% | -8.4% |
| YTD | +13.2% | +33.6% | -20.4% | +8.8% |
| 1Y | +40.2% | +14.1% | +26.1% | +37.2% |
| 3Y | +249.6% | +1.4% | +248.2% | +241.0% |
| 5Y | +230.4% | -73.1% | +303.5% | +261.4% |
| All | +296.0% | +208.0% | +88.0% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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