+327.3%
GDX vs OMC
+51.0%
+276.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.7% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -6.2% | +10.6% | -16.8% | -7.0% |
| 3M | -10.0% | +2.6% | -12.6% | -10.3% |
| 6M | -15.8% | +16.6% | -32.4% | -17.1% |
| YTD | -4.6% | +10.9% | -15.5% | -5.9% |
| 1Y | +4.0% | +22.1% | -18.1% | +1.6% |
| 3Y | +211.1% | +27.5% | +183.6% | +201.1% |
| 5Y | +152.3% | +50.6% | +101.7% | +140.1% |
| All | +327.3% | +51.0% | +276.3% | +296.2% |
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