+228.8%
GDX vs ACGL
+34.9%
+193.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.4% | -5.4% |
| 7D | +11.5% | +1.3% | +10.2% | +11.4% |
| 30D | -3.1% | +14.2% | -17.3% | -3.0% |
| 3M | -4.4% | +11.1% | -15.5% | -4.3% |
| 6M | -8.6% | +16.4% | -24.9% | -8.6% |
| YTD | +0.8% | +13.8% | -12.9% | +0.6% |
| 1Y | +14.7% | +21.6% | -6.9% | +13.5% |
| 3Y | +228.8% | +33.5% | +195.2% | +249.0% |
| All | +228.8% | +34.9% | +193.9% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling