+233.6%
GDX vs OMC
+29.1%
+204.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.5% |
| 7D | +1.9% | -4.2% | +6.1% | +2.5% |
| 30D | +9.9% | -7.5% | +17.4% | +10.9% |
| 3M | +28.2% | +4.6% | +23.6% | +27.1% |
| 6M | -2.9% | -4.8% | +1.9% | -2.6% |
| YTD | +16.0% | -1.0% | +17.0% | +15.2% |
| 1Y | +49.9% | +3.8% | +46.0% | +47.5% |
| 3Y | +263.6% | +10.2% | +253.4% | +248.9% |
| 5Y | +233.6% | +29.7% | +203.9% | +199.3% |
| All | +233.6% | +29.1% | +204.5% | +199.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling