+258.1%
GDX vs ONON
-10.5%
+268.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +1.9% | -3.5% | +5.3% | +2.4% |
| 30D | +9.9% | -30.8% | +40.7% | +15.3% |
| 3M | +28.2% | -29.8% | +58.0% | +34.0% |
| 6M | -2.9% | -34.8% | +31.9% | +1.9% |
| YTD | +16.0% | -42.3% | +58.2% | +23.4% |
| 1Y | +49.9% | -39.5% | +89.4% | +58.0% |
| All | +258.1% | -10.5% | +268.7% | +255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling