+214.2%
GDX vs O
+716.4%
-502.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -0.4% | -0.7% | +0.4% | -0.2% |
| 30D | +18.6% | -1.9% | +20.5% | +19.2% |
| 3M | +14.9% | +3.8% | +11.0% | +13.5% |
| 6M | -6.3% | -4.7% | -1.5% | -5.1% |
| YTD | +15.7% | +12.5% | +3.3% | +11.9% |
| 1Y | +54.8% | +10.8% | +44.0% | +50.3% |
| 3Y | +253.4% | +28.8% | +224.7% | +228.8% |
| 5Y | +219.7% | +13.2% | +206.5% | +206.7% |
| 10Y | +300.2% | +53.5% | +246.8% | +237.1% |
| All | +214.2% | +716.4% | -502.2% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling