+158.4%
GDX vs OMC
+240.0%
-81.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.5% |
| 7D | -6.8% | +1.9% | -8.7% | -7.2% |
| 30D | -2.1% | +12.2% | -14.3% | -4.6% |
| 3M | -7.5% | +0.6% | -8.1% | -7.8% |
| 6M | -15.2% | +21.0% | -36.2% | -19.1% |
| YTD | -4.8% | +12.4% | -17.2% | -8.5% |
| 1Y | +6.7% | +25.4% | -18.7% | -0.1% |
| 3Y | +212.7% | +29.2% | +183.5% | +185.4% |
| 5Y | +151.7% | +52.6% | +99.1% | +115.6% |
| 10Y | +330.3% | +53.6% | +276.7% | +245.9% |
| All | +158.4% | +240.0% | -81.6% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling