+310.1%
GDX vs ACGL
+332.3%
-22.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +15.6% | -1.1% | +16.6% | +15.6% |
| 30D | +2.4% | +13.1% | -10.7% | +1.5% |
| 3M | +1.7% | +9.8% | -8.0% | +1.0% |
| 6M | -3.3% | +15.3% | -18.6% | -4.5% |
| YTD | +6.6% | +12.7% | -6.1% | +5.3% |
| 1Y | +27.0% | +20.7% | +6.3% | +24.6% |
| 3Y | +243.4% | +34.3% | +209.1% | +232.9% |
| 5Y | +194.2% | +170.6% | +23.6% | +165.8% |
| 10Y | +310.1% | +330.6% | -20.4% | +456.6% |
| All | +310.1% | +332.3% | -22.2% | +456.6% |
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