+231.3%
GDX vs ABCL
+210.0%
+21.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +11.5% | +2.3% | +9.2% | +11.0% |
| 30D | -3.1% | -0.7% | -2.4% | -3.3% |
| 3M | -4.4% | +33.4% | -37.8% | -9.0% |
| 6M | -8.6% | +137.8% | -146.3% | -21.2% |
| YTD | +0.8% | +264.3% | -263.5% | -18.3% |
| 1Y | +14.7% | +209.2% | -194.5% | -5.8% |
| All | +231.3% | +210.0% | +21.4% | +168.9% |
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