+292.6%
APP vs GDX
+183.7%
+108.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.0% |
| 7D | +71.2% | +13.6% | +57.6% | +63.5% |
| 30D | +39.1% | +2.5% | +36.6% | +38.0% |
| 3M | +16.5% | +4.4% | +12.2% | +13.6% |
| 6M | -16.6% | -5.2% | -11.3% | -16.5% |
| YTD | -41.9% | +2.1% | -44.1% | -43.6% |
| 1Y | -37.0% | +24.7% | -61.7% | -43.2% |
| 3Y | +892.4% | +211.3% | +681.2% | +507.5% |
| All | +292.6% | +183.7% | +108.9% | +149.2% |
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