+140.5%
GDX vs MULL
+1,351.1%
-1,210.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +24.0% | -25.5% | -3.5% |
| 7D | +0.7% | -2.5% | +3.3% | -0.1% |
| 30D | -3.8% | -40.1% | +36.3% | -0.8% |
| 3M | -5.4% | -28.2% | +22.8% | -4.7% |
| 6M | -12.7% | -39.6% | +26.9% | -14.8% |
| YTD | -0.7% | +262.6% | -263.3% | -17.6% |
| 1Y | +11.9% | +366.2% | -354.3% | -9.7% |
| All | +140.5% | +1,351.1% | -1,210.7% | +75.3% |
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