+180.7%
GDX vs MULL
+2,620.5%
-2,439.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.6% |
| 7D | +1.9% | +14.8% | -12.9% | +0.6% |
| 30D | +9.9% | +36.6% | -26.6% | +6.5% |
| 3M | +28.2% | -8.9% | +37.1% | +24.4% |
| 6M | -2.9% | +311.9% | -314.8% | -19.0% |
| YTD | +16.0% | +579.8% | -563.9% | -7.4% |
| 1Y | +49.9% | +2,421.5% | -2,371.7% | +9.7% |
| All | +180.7% | +2,620.5% | -2,439.7% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling