+347.6%
GDX vs AAOI
+979.3%
-631.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.2% |
| 7D | +1.9% | +4.7% | -2.8% | +1.6% |
| 30D | +9.9% | -18.7% | +28.7% | +10.8% |
| 3M | +28.2% | -33.7% | +61.9% | +29.6% |
| 6M | -2.9% | -2.4% | -0.5% | -4.6% |
| YTD | +16.0% | +209.6% | -193.6% | +7.2% |
| 1Y | +49.9% | +355.0% | -305.1% | +35.5% |
| 3Y | +263.6% | +814.7% | -551.1% | +200.7% |
| 5Y | +233.6% | +1,298.1% | -1,064.5% | +155.8% |
| 10Y | +315.3% | +449.8% | -134.5% | +216.5% |
| All | +347.6% | +979.3% | -631.7% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling