+212.7%
GDX vs AAL
+12.6%
+200.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | -0.1% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | -2.1% | +11.7% | -13.8% | -3.4% |
| 3M | -7.5% | -12.5% | +5.0% | -6.2% |
| 6M | -15.2% | +3.6% | -18.8% | -15.6% |
| YTD | -4.8% | -14.1% | +9.3% | -5.0% |
| 1Y | +6.7% | +0.8% | +6.0% | +5.5% |
| 3Y | +212.7% | +11.8% | +200.9% | +197.9% |
| All | +212.7% | +12.6% | +200.2% | +197.9% |
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