+315.3%
GDX vs AA
+121.9%
+193.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.5% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +9.9% | -1.6% | +11.5% | +10.2% |
| 3M | +28.2% | -29.8% | +58.0% | +37.0% |
| 6M | -2.9% | -16.6% | +13.7% | +0.2% |
| YTD | +16.0% | -4.0% | +20.0% | +16.6% |
| 1Y | +49.9% | +63.5% | -13.6% | +36.5% |
| 3Y | +263.6% | +86.8% | +176.8% | +213.3% |
| 5Y | +233.6% | +12.4% | +221.2% | +204.2% |
| 10Y | +315.3% | +132.3% | +183.0% | +178.1% |
| All | +315.3% | +121.9% | +193.4% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling