+259.7%
GDX vs OMC
+12.9%
+246.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | +4.0% | -5.8% | +9.7% | +4.5% |
| 30D | +9.5% | -4.8% | +14.3% | +10.0% |
| 3M | +25.1% | +9.2% | +15.9% | +23.6% |
| 6M | -2.9% | -2.5% | -0.4% | -3.0% |
| YTD | +14.7% | +2.6% | +12.2% | +13.6% |
| 1Y | +47.4% | +5.9% | +41.5% | +45.2% |
| 3Y | +259.7% | +14.2% | +245.5% | +231.0% |
| All | +259.7% | +12.9% | +246.8% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling