+24.8%
GDX vs ABCL
+138.2%
-113.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.8% |
| 7D | +0.8% | -10.0% | +10.7% | +2.7% |
| 30D | -3.2% | -10.9% | +7.6% | -1.4% |
| 3M | +8.6% | +101.6% | -93.1% | -9.0% |
| 6M | -1.2% | +167.5% | -168.8% | -25.1% |
| YTD | -1.4% | +259.1% | -260.4% | -32.5% |
| 1Y | +24.8% | +152.2% | -127.4% | -9.1% |
| All | +24.8% | +138.2% | -113.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling