+131.0%
GDX vs MULL
+1,303.2%
-1,172.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | -3.7% |
| 7D | -4.6% | +43.3% | -47.8% | -7.7% |
| 30D | -6.2% | -37.4% | +31.3% | -3.7% |
| 3M | -10.0% | -36.8% | +26.8% | -8.3% |
| 6M | -15.8% | -36.9% | +21.1% | -18.0% |
| YTD | -4.6% | +250.7% | -255.2% | -20.6% |
| 1Y | +4.0% | +337.6% | -333.6% | -15.6% |
| All | +131.0% | +1,303.2% | -1,172.2% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling