+249.6%
GDX vs OSCR
+401.8%
-152.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -2.2% | +1.6% | -3.8% | -2.3% |
| 30D | +6.8% | +10.7% | -3.9% | +6.0% |
| 3M | +24.9% | +13.4% | +11.6% | +23.7% |
| 6M | -4.2% | +144.6% | -148.8% | -10.1% |
| YTD | +13.2% | +128.0% | -114.8% | +6.6% |
| 1Y | +40.2% | +68.7% | -28.5% | +33.0% |
| 3Y | +249.6% | +398.8% | -149.2% | +198.2% |
| All | +249.6% | +401.8% | -152.2% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling