+326.3%
GDX vs AA
+42.1%
+284.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.1% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | -2.1% | -0.6% | -1.5% | -1.9% |
| 3M | -7.5% | -19.7% | +12.1% | -3.3% |
| 6M | -15.2% | -41.6% | +26.4% | -5.8% |
| YTD | -4.8% | -24.6% | +19.8% | +0.5% |
| 1Y | +6.7% | +4.9% | +1.9% | +6.2% |
| 3Y | +212.7% | +66.8% | +145.9% | +178.5% |
| 5Y | +151.7% | -19.4% | +171.1% | +145.1% |
| All | +326.3% | +42.1% | +284.1% | +249.5% |
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