+40.2%
GDX vs ONON
-36.0%
+76.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -2.2% | -2.1% | -0.1% | -1.8% |
| 30D | +6.8% | -11.6% | +18.4% | +9.1% |
| 3M | +24.9% | -30.1% | +55.0% | +32.7% |
| 6M | -4.2% | -30.5% | +26.3% | +0.4% |
| YTD | +13.2% | -41.0% | +54.2% | +21.0% |
| 1Y | +40.2% | -36.7% | +76.9% | +45.8% |
| All | +40.2% | -36.0% | +76.2% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling