-2.9%
GDX vs AAOI
+13.4%
-16.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.4% |
| 7D | +1.9% | +4.7% | -2.8% | +1.4% |
| 30D | +9.9% | -18.7% | +28.7% | +11.6% |
| 3M | +28.2% | -33.7% | +61.9% | +30.0% |
| 6M | -2.9% | -2.4% | -0.5% | -5.7% |
| All | -2.9% | +13.4% | -16.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 AAOI 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