+211.3%
GDX vs ABCL
+156.0%
+55.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.7% | -4.6% | +1.2% |
| 7D | +13.6% | -3.2% | +16.8% | +13.8% |
| 30D | +2.5% | -7.4% | +9.9% | +3.2% |
| 3M | +4.4% | +81.9% | -77.5% | -5.6% |
| 6M | -5.2% | +135.7% | -141.0% | -18.4% |
| YTD | +2.1% | +247.4% | -245.2% | -16.9% |
| 1Y | +24.7% | +162.3% | -137.6% | +3.8% |
| 3Y | +211.3% | +165.5% | +45.8% | +157.7% |
| All | +211.3% | +156.0% | +55.2% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling