+6,406.4%
AMD vs GDX
+292.0%
+6,114.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.3% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | -0.9% | +18.6% | -19.5% | -6.0% |
| 3M | -8.7% | +14.9% | -23.6% | -12.6% |
| 6M | +136.3% | -6.3% | +142.6% | +137.9% |
| YTD | +123.0% | +15.7% | +107.3% | +112.6% |
| 1Y | +195.2% | +54.8% | +140.3% | +162.4% |
| 3Y | +336.3% | +253.4% | +82.9% | +214.6% |
| 5Y | +334.5% | +219.7% | +114.8% | +213.3% |
| All | +6,406.4% | +292.0% | +6,114.4% | +4,777.1% |
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