+180.9%
GDX vs ABCL
-79.5%
+260.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.2% | -0.8% | +3.8% |
| 7D | +15.6% | +12.4% | +3.1% | +14.0% |
| 30D | +2.4% | -0.4% | +2.8% | +2.2% |
| 3M | +1.7% | +80.4% | -78.6% | -5.5% |
| 6M | -3.3% | +138.5% | -141.9% | -13.4% |
| YTD | +6.6% | +265.5% | -258.9% | -8.8% |
| 1Y | +27.0% | +219.7% | -192.7% | +9.7% |
| 3Y | +243.4% | +209.4% | +34.0% | +189.8% |
| 5Y | +194.2% | -15.0% | +209.2% | +163.8% |
| All | +180.9% | -79.5% | +260.4% | +165.0% |
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