+222.6%
GDX vs ONON
-22.6%
+245.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -2.2% | -2.1% | -0.1% | -2.0% |
| 30D | +6.8% | -11.6% | +18.4% | +8.2% |
| 3M | +24.9% | -30.1% | +55.0% | +29.4% |
| 6M | -4.2% | -30.5% | +26.3% | -0.9% |
| YTD | +13.2% | -41.0% | +54.2% | +18.9% |
| 1Y | +40.2% | -36.7% | +76.9% | +45.8% |
| 3Y | +249.6% | -8.6% | +258.2% | +244.0% |
| All | +222.6% | -22.6% | +245.2% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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