+24.8%
GDX vs OSCR
+104.5%
-79.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.6% | +0.4% | +8.0% |
| 7D | +0.8% | +15.5% | -14.7% | -0.9% |
| 30D | -3.2% | +8.5% | -11.8% | -4.3% |
| 3M | +8.6% | +15.8% | -7.3% | +6.1% |
| 6M | -1.2% | +89.5% | -90.7% | -11.0% |
| YTD | -1.4% | +144.9% | -146.3% | -15.6% |
| 1Y | +24.8% | +105.1% | -80.3% | +8.5% |
| All | +24.8% | +104.5% | -79.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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