+165.6%
GDX vs ABCL
-79.6%
+245.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +11.5% | +2.3% | +9.2% | +11.1% |
| 30D | -3.1% | -0.7% | -2.4% | -3.3% |
| 3M | -4.4% | +33.4% | -37.8% | -7.9% |
| 6M | -8.6% | +137.8% | -146.3% | -18.1% |
| YTD | +0.8% | +264.3% | -263.5% | -13.7% |
| 1Y | +14.7% | +209.2% | -194.5% | -0.7% |
| 3Y | +228.8% | +208.4% | +20.3% | +177.5% |
| 5Y | +173.4% | -11.9% | +185.2% | +144.9% |
| All | +165.6% | -79.6% | +245.2% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling