+177.3%
GDX vs ACGL
+1,677.6%
-1,500.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.1% | +2.7% |
| 7D | +13.6% | +0.9% | +12.8% | +13.5% |
| 30D | +2.5% | +13.7% | -11.2% | -0.1% |
| 3M | +4.4% | +8.0% | -3.7% | +2.7% |
| 6M | -5.2% | +13.3% | -18.5% | -8.0% |
| YTD | +2.1% | +11.8% | -9.7% | -0.9% |
| 1Y | +24.7% | +22.2% | +2.5% | +18.8% |
| 3Y | +211.3% | +32.5% | +178.8% | +187.8% |
| 5Y | +186.7% | +160.2% | +26.5% | +123.7% |
| 10Y | +285.3% | +338.5% | -53.2% | +142.4% |
| All | +177.3% | +1,677.6% | -1,500.4% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling