+40.2%
GDX vs MULL
+1,810.7%
-1,770.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -2.2% | -8.4% | +6.2% | -1.3% |
| 30D | +6.8% | +9.7% | -2.9% | +5.2% |
| 3M | +24.9% | -26.8% | +51.7% | +23.2% |
| 6M | -4.2% | +220.7% | -224.9% | -24.2% |
| YTD | +13.2% | +509.0% | -495.8% | -18.2% |
| 1Y | +40.2% | +1,739.5% | -1,699.3% | -13.9% |
| All | +40.2% | +1,810.7% | -1,770.5% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling