+296.0%
GDX vs OMC
+34.2%
+261.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -2.2% | -4.4% | +2.2% | -1.8% |
| 30D | +6.8% | -7.6% | +14.4% | +7.4% |
| 3M | +24.9% | +4.5% | +20.4% | +24.2% |
| 6M | -4.2% | -0.3% | -3.9% | -4.4% |
| YTD | +13.2% | -0.1% | +13.3% | +12.6% |
| 1Y | +40.2% | +4.6% | +35.6% | +38.7% |
| 3Y | +249.6% | +10.5% | +239.1% | +242.5% |
| 5Y | +230.4% | +31.7% | +198.7% | +217.6% |
| All | +296.0% | +34.2% | +261.8% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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