+315.3%
GDX vs O
+49.9%
+265.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | +1.9% | -2.3% | +4.1% | +2.6% |
| 30D | +9.9% | -2.4% | +12.4% | +10.7% |
| 3M | +28.2% | -0.6% | +28.8% | +28.2% |
| 6M | -2.9% | -5.0% | +2.1% | -1.6% |
| YTD | +16.0% | +10.4% | +5.6% | +12.4% |
| 1Y | +49.9% | +6.6% | +43.3% | +46.8% |
| 3Y | +263.6% | +28.4% | +235.2% | +236.6% |
| 5Y | +233.6% | +15.3% | +218.3% | +217.1% |
| 10Y | +315.3% | +55.3% | +260.0% | +254.8% |
| All | +315.3% | +49.9% | +265.4% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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