+506.6%
APP vs GDX
+166.4%
+340.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -1.5% |
| 7D | +61.1% | +11.5% | +49.6% | +55.3% |
| 30D | +42.8% | -3.1% | +45.9% | +44.7% |
| 3M | +16.7% | -4.4% | +21.1% | +17.8% |
| 6M | -15.6% | -8.6% | -7.0% | -14.2% |
| YTD | -41.3% | +0.8% | -42.1% | -42.6% |
| 1Y | -39.3% | +14.7% | -53.9% | -43.4% |
| 3Y | +803.2% | +228.8% | +574.4% | +454.6% |
| 5Y | +313.2% | +173.4% | +139.8% | +152.3% |
| All | +506.6% | +166.4% | +340.2% | +282.8% |
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