+301.8%
AMD vs GDX
+208.9%
+92.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.9% | +10.2% |
| 7D | -11.0% | +13.6% | -24.7% | -15.6% |
| 30D | -30.5% | +2.5% | -33.0% | -31.2% |
| 3M | -8.2% | +4.4% | -12.6% | -10.6% |
| 6M | +6.6% | -5.2% | +11.8% | +7.1% |
| YTD | +109.7% | +2.1% | +107.5% | +105.1% |
| 1Y | +88.9% | +24.7% | +64.2% | +75.4% |
| 3Y | +301.8% | +211.3% | +90.5% | +209.6% |
| All | +301.8% | +208.9% | +92.9% | +209.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling