+169.7%
GDX vs A
+752.4%
-582.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +0.7% | -0.1% | +0.9% | +0.8% |
| 30D | -3.8% | +3.3% | -7.0% | -4.6% |
| 3M | -5.4% | +18.5% | -24.0% | -9.9% |
| 6M | -12.7% | +59.3% | -72.0% | -23.7% |
| YTD | -0.7% | +31.0% | -31.7% | -8.6% |
| 1Y | +11.9% | +19.3% | -7.4% | +5.6% |
| 3Y | +223.9% | +66.8% | +157.1% | +172.4% |
| 5Y | +163.2% | +15.5% | +147.7% | +141.5% |
| 10Y | +349.2% | +312.3% | +36.8% | +169.6% |
| All | +169.7% | +752.4% | -582.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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