+177.3%
GDX vs AA
-34.4%
+211.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.8% | +1.3% |
| 7D | +13.6% | +0.9% | +12.7% | +13.3% |
| 30D | +2.5% | -6.7% | +9.2% | +4.6% |
| 3M | +4.4% | -16.3% | +20.7% | +9.6% |
| 6M | -5.2% | -37.1% | +31.9% | +7.3% |
| YTD | +2.1% | -25.0% | +27.1% | +9.7% |
| 1Y | +24.7% | +8.6% | +16.1% | +21.0% |
| 3Y | +211.3% | +57.2% | +154.0% | +158.1% |
| 5Y | +186.7% | -13.0% | +199.7% | +160.6% |
| 10Y | +285.3% | +65.5% | +219.8% | +126.2% |
| All | +177.3% | -34.4% | +211.6% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling