+319.2%
GDX vs AA
+45.1%
+274.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -1.0% | -4.5% |
| 7D | +11.5% | +1.2% | +10.2% | +11.2% |
| 30D | -3.1% | -5.0% | +1.9% | -2.0% |
| 3M | -4.4% | -22.2% | +17.8% | +0.6% |
| 6M | -8.6% | -36.3% | +27.8% | -0.1% |
| YTD | +0.8% | -24.2% | +25.0% | +6.4% |
| 1Y | +14.7% | +3.9% | +10.8% | +14.2% |
| 3Y | +228.8% | +67.6% | +161.2% | +192.6% |
| 5Y | +173.4% | -8.8% | +182.2% | +162.3% |
| 10Y | +319.2% | +45.0% | +274.3% | +242.6% |
| All | +319.2% | +45.1% | +274.2% | +242.6% |
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