+219.0%
GDX vs ONON
-24.2%
+243.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.4% | -5.3% | -0.1% | -4.8% |
| 30D | +6.6% | -13.1% | +19.7% | +8.2% |
| 3M | +30.1% | -29.3% | +59.4% | +34.6% |
| 6M | -7.1% | -34.5% | +27.4% | -3.3% |
| YTD | +12.0% | -42.2% | +54.2% | +17.9% |
| 1Y | +41.2% | -37.3% | +78.5% | +47.0% |
| 3Y | +251.0% | -9.3% | +260.2% | +245.7% |
| All | +219.0% | -24.2% | +243.2% | +204.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling