+337.5%
AMD vs GDX
+223.5%
+114.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.5% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | -0.9% | +18.6% | -19.5% | -7.7% |
| 3M | -8.7% | +14.9% | -23.6% | -14.1% |
| 6M | +136.3% | -6.3% | +142.6% | +137.2% |
| YTD | +123.0% | +15.7% | +107.3% | +108.3% |
| 1Y | +195.2% | +54.8% | +140.3% | +151.6% |
| 3Y | +336.3% | +253.4% | +82.9% | +178.3% |
| All | +337.5% | +223.5% | +114.1% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling