+24.8%
GDX vs ACGL
+28.7%
-3.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +9.7% |
| 7D | +0.8% | +8.0% | -7.2% | +3.2% |
| 30D | -3.2% | +17.3% | -20.5% | +1.6% |
| 3M | +8.6% | +11.2% | -2.7% | +12.3% |
| 6M | -1.2% | +18.2% | -19.4% | +5.0% |
| YTD | -1.4% | +15.4% | -16.8% | +2.0% |
| 1Y | +24.8% | +26.5% | -1.7% | +25.0% |
| All | +24.8% | +28.7% | -3.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling