+204.8%
GDX vs ABCL
-81.3%
+286.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | +18.6% | +93.1% | -74.5% | +9.8% |
| 3M | +14.9% | +79.4% | -64.6% | +6.8% |
| 6M | -6.3% | +214.9% | -221.1% | -18.0% |
| YTD | +15.7% | +234.2% | -218.5% | +0.4% |
| 1Y | +54.8% | +174.8% | -119.9% | +36.0% |
| 3Y | +253.4% | +104.5% | +149.0% | +208.5% |
| 5Y | +219.7% | -39.0% | +258.7% | +192.8% |
| All | +204.8% | -81.3% | +286.1% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling