+214.2%
GDX vs AA
-17.3%
+231.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +18.6% | +5.0% | +13.6% | +17.0% |
| 3M | +14.9% | -35.8% | +50.7% | +29.4% |
| 6M | -6.3% | -18.4% | +12.1% | -1.6% |
| YTD | +15.7% | -5.5% | +21.2% | +16.5% |
| 1Y | +54.8% | +61.0% | -6.1% | +34.2% |
| 3Y | +253.4% | +66.2% | +187.2% | +186.1% |
| 5Y | +219.7% | +11.4% | +208.3% | +168.0% |
| 10Y | +300.2% | +116.9% | +183.3% | +116.2% |
| All | +214.2% | -17.3% | +231.5% | +80.4% |
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