+177.3%
GDX vs O
+694.6%
-517.4%
-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% | +2.9% | +2.4% |
| 7D | +13.6% | +3.7% | +9.9% | +12.6% |
| 30D | +2.5% | +11.2% | -8.7% | -0.4% |
| 3M | +4.4% | -4.0% | +8.4% | +5.5% |
| 6M | -5.2% | -5.2% | 0.0% | -4.1% |
| YTD | +2.1% | +9.5% | -7.3% | -0.5% |
| 1Y | +24.7% | +10.6% | +14.1% | +21.1% |
| 3Y | +211.3% | +38.1% | +173.2% | +184.6% |
| 5Y | +186.7% | +10.2% | +176.5% | +177.0% |
| 10Y | +285.3% | +71.4% | +213.9% | +214.9% |
| All | +177.3% | +694.6% | -517.4% | +18.9% |
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