+211.5%
GDX vs MTCH
+605.1%
-393.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +4.0% | -1.8% | +5.8% | +4.2% |
| 30D | +9.5% | +10.4% | -1.0% | +8.0% |
| 3M | +25.1% | +21.0% | +4.1% | +21.7% |
| 6M | -2.9% | +36.6% | -39.6% | -7.2% |
| YTD | +14.7% | +29.7% | -14.9% | +10.4% |
| 1Y | +47.4% | +8.6% | +38.8% | +44.9% |
| 3Y | +259.7% | -2.7% | +262.4% | +252.3% |
| 5Y | +227.7% | -72.9% | +300.6% | +264.9% |
| 10Y | +289.0% | +185.0% | +104.0% | +194.7% |
| All | +211.5% | +605.1% | -393.6% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling