+229.8%
GDX vs ONON
-20.9%
+250.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -0.4% | -3.0% | +2.6% | 0.0% |
| 30D | +18.6% | -26.7% | +45.3% | +22.4% |
| 3M | +14.9% | -25.3% | +40.2% | +18.2% |
| 6M | -6.3% | -35.3% | +29.0% | -2.4% |
| YTD | +15.7% | -39.8% | +55.5% | +21.3% |
| 1Y | +54.8% | -39.2% | +94.1% | +61.6% |
| 3Y | +253.4% | -4.2% | +257.7% | +246.1% |
| All | +229.8% | -20.9% | +250.7% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling