-6.3%
GDX vs AAL
+3.1%
-9.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.6% |
| 7D | -0.4% | -3.7% | +3.3% | +1.0% |
| 30D | +18.6% | -20.8% | +39.4% | +28.8% |
| 3M | +14.9% | -1.3% | +16.2% | +11.1% |
| 6M | -6.3% | +5.4% | -11.6% | -12.8% |
| All | -6.3% | +3.1% | -9.3% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling