+520.8%
APP vs GDX
+162.4%
+358.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.9% |
| 7D | +48.9% | +0.7% | +48.2% | +48.8% |
| 30D | +49.4% | -3.8% | +53.2% | +51.9% |
| 3M | +27.0% | -5.4% | +32.5% | +28.7% |
| 6M | -15.4% | -12.7% | -2.7% | -12.5% |
| YTD | -39.9% | -0.7% | -39.3% | -41.0% |
| 1Y | -32.0% | +11.9% | -43.8% | -36.0% |
| 3Y | +824.3% | +223.9% | +600.4% | +470.7% |
| 5Y | +252.4% | +163.2% | +89.2% | +117.8% |
| All | +520.8% | +162.4% | +358.4% | +293.9% |
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