+298.1%
APP vs GDX
+151.5%
+146.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.2% | +4.0% |
| 7D | +4.6% | -6.8% | +11.4% | +7.5% |
| 30D | +56.0% | -2.1% | +58.1% | +57.8% |
| 3M | +30.8% | -7.5% | +38.4% | +33.8% |
| 6M | -9.8% | -15.2% | +5.4% | -5.7% |
| YTD | -39.3% | -4.8% | -34.5% | -39.4% |
| 1Y | -26.4% | +6.7% | -33.2% | -29.6% |
| 3Y | +887.9% | +212.7% | +675.2% | +513.1% |
| All | +298.1% | +151.5% | +146.6% | +172.5% |
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 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