+528.8%
APP vs GDX
+181.7%
+347.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.4% | +0.4% | +3.1% |
| 7D | +79.2% | +15.6% | +63.6% | +70.2% |
| 30D | +48.0% | +2.4% | +45.6% | +46.9% |
| 3M | +18.2% | +1.7% | +16.5% | +16.5% |
| 6M | -12.5% | -3.3% | -9.2% | -12.9% |
| YTD | -39.2% | +6.6% | -45.8% | -41.8% |
| 1Y | -33.9% | +27.0% | -60.8% | -40.6% |
| 3Y | +933.3% | +243.4% | +689.9% | +523.4% |
| 5Y | +295.9% | +194.2% | +101.7% | +135.8% |
| All | +528.8% | +181.7% | +347.2% | +288.5% |
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