+40.2%
GDX vs MTCH
+14.2%
+26.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.9% |
| 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% | +19.4% |
| 6M | -4.2% | +40.1% | -44.3% | -10.4% |
| YTD | +13.2% | +33.6% | -20.4% | +6.9% |
| 1Y | +40.2% | +14.1% | +26.1% | +33.7% |
| All | +40.2% | +14.2% | +26.0% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling