+349.2%
GDX vs ACGL
+329.5%
+19.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | -3.8% | +12.4% | -16.1% | -4.6% |
| 3M | -5.4% | +11.1% | -16.6% | -6.2% |
| 6M | -12.7% | +16.3% | -29.0% | -13.9% |
| YTD | -0.7% | +13.8% | -14.5% | -2.0% |
| 1Y | +11.9% | +20.4% | -8.5% | +9.8% |
| 3Y | +223.9% | +33.6% | +190.3% | +213.9% |
| 5Y | +163.2% | +176.8% | -13.7% | +136.5% |
| 10Y | +349.2% | +324.6% | +24.6% | +373.2% |
| All | +349.2% | +329.5% | +19.7% | +373.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling