+391.7%
APP vs GDX
+205.7%
+186.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.0% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | -23.3% | +18.6% | -41.9% | -28.4% |
| 3M | -42.6% | +14.9% | -57.5% | -46.1% |
| 6M | -33.6% | -6.3% | -27.4% | -33.5% |
| YTD | -52.4% | +15.7% | -68.2% | -55.7% |
| 1Y | -35.9% | +54.8% | -90.7% | -46.7% |
| 3Y | +642.2% | +253.4% | +388.8% | +342.8% |
| 5Y | +311.1% | +219.7% | +91.4% | +139.8% |
| All | +391.7% | +205.7% | +186.0% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling