+226.7%
GDX vs MTCH
-72.5%
+299.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.6% |
| 7D | -5.4% | -1.4% | -3.9% | -5.2% |
| 30D | +6.6% | +13.6% | -7.1% | +4.7% |
| 3M | +30.1% | +22.4% | +7.7% | +26.0% |
| 6M | -7.1% | +37.2% | -44.3% | -11.5% |
| YTD | +12.0% | +31.8% | -19.8% | +7.1% |
| 1Y | +41.2% | +12.9% | +28.3% | +37.8% |
| 3Y | +251.0% | -1.1% | +252.1% | +242.4% |
| 5Y | +226.7% | -73.5% | +300.2% | +247.2% |
| All | +226.7% | -72.5% | +299.3% | +247.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling