+195.2%
AMD vs GDX
+55.3%
+139.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.8% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | -0.9% | +18.6% | -19.5% | -10.2% |
| 3M | -8.7% | +14.9% | -23.6% | -16.4% |
| 6M | +136.3% | -6.3% | +142.6% | +133.4% |
| YTD | +123.0% | +15.7% | +107.3% | +101.1% |
| 1Y | +195.2% | +54.8% | +140.3% | +162.5% |
| All | +195.2% | +55.3% | +139.8% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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