+169.0%
GDX vs ABCL
-80.5%
+249.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.6% | +1.4% |
| 7D | +13.6% | -3.2% | +16.8% | +13.8% |
| 30D | +2.5% | -7.4% | +9.9% | +3.1% |
| 3M | +4.4% | +81.9% | -77.5% | -3.1% |
| 6M | -5.2% | +135.7% | -141.0% | -15.1% |
| YTD | +2.1% | +247.4% | -245.2% | -12.2% |
| 1Y | +24.7% | +162.3% | -137.6% | +9.4% |
| 3Y | +211.3% | +165.5% | +45.8% | +165.9% |
| 5Y | +186.7% | -21.3% | +208.0% | +158.7% |
| All | +169.0% | -80.5% | +249.6% | +155.2% |
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