+4.0%
GDX vs OMC
+22.7%
-18.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.8% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -6.2% | +10.6% | -16.8% | -6.7% |
| 3M | -10.0% | +2.6% | -12.6% | -10.2% |
| 6M | -15.8% | +16.6% | -32.4% | -16.8% |
| YTD | -4.6% | +10.9% | -15.5% | -7.5% |
| 1Y | +4.0% | +22.1% | -18.1% | -0.8% |
| All | +4.0% | +22.7% | -18.7% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling