+8,520.0%
AMD vs GDX
+340.0%
+8,180.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.0% | +9.8% | +7.0% |
| 7D | +44.7% | -4.6% | +49.3% | +46.6% |
| 30D | -3.3% | -6.2% | +2.8% | -1.7% |
| 3M | +21.2% | -10.0% | +31.2% | +24.2% |
| 6M | +30.6% | -15.8% | +46.3% | +35.8% |
| YTD | +173.3% | -4.6% | +177.9% | +174.4% |
| 1Y | +126.1% | +4.0% | +122.1% | +122.2% |
| 3Y | +393.5% | +211.1% | +182.5% | +268.4% |
| 5Y | +295.8% | +152.3% | +143.5% | +201.9% |
| All | +8,520.0% | +340.0% | +8,180.0% | +6,487.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling