+171.0%
GDX vs MULL
+2,366.2%
-2,195.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.3% | +5.9% | -2.6% |
| 7D | -5.4% | +3.6% | -9.0% | -5.8% |
| 30D | +6.6% | +22.0% | -15.5% | +4.3% |
| 3M | +30.1% | -8.6% | +38.7% | +26.2% |
| 6M | -7.1% | +248.5% | -255.6% | -21.4% |
| YTD | +12.0% | +516.3% | -504.3% | -9.8% |
| 1Y | +41.2% | +2,036.6% | -1,995.4% | +4.6% |
| All | +171.0% | +2,366.2% | -2,195.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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