-32.7%
APP vs GDX
+7.4%
-40.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | -1.0% |
| 7D | +10.6% | -4.6% | +15.1% | +13.0% |
| 30D | +44.6% | -6.2% | +50.8% | +48.6% |
| 3M | +29.6% | -10.0% | +39.6% | +33.7% |
| 6M | -19.8% | -15.8% | -4.0% | -15.2% |
| YTD | -41.6% | -4.6% | -37.0% | -43.5% |
| 1Y | -32.7% | +4.0% | -36.7% | -39.7% |
| All | -32.7% | +7.4% | -40.1% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling