+262.8%
GDX vs AAL
-6.2%
+269.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -0.4% | -3.7% | +3.3% | 0.0% |
| 30D | +18.6% | -20.8% | +39.4% | +21.6% |
| 3M | +14.9% | -1.3% | +16.2% | +14.8% |
| 6M | -6.3% | +5.4% | -11.6% | -7.2% |
| YTD | +15.7% | -14.4% | +30.1% | +15.6% |
| 1Y | +54.8% | +2.1% | +52.7% | +53.0% |
| All | +262.8% | -6.2% | +269.0% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 3y: compounded portfolio wealth divided by compounded AAL 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…
3y analysis · Full analysis span regression · 6 months rolling