+169.7%
GDX vs ACGL
+1,708.9%
-1,539.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | -3.8% | +12.4% | -16.1% | -6.0% |
| 3M | -5.4% | +11.1% | -16.6% | -7.5% |
| 6M | -12.7% | +16.3% | -29.0% | -15.7% |
| YTD | -0.7% | +13.8% | -14.5% | -3.9% |
| 1Y | +11.9% | +20.4% | -8.5% | +6.9% |
| 3Y | +223.9% | +33.6% | +190.3% | +199.1% |
| 5Y | +163.2% | +176.8% | -13.7% | +102.6% |
| 10Y | +349.2% | +324.6% | +24.6% | +187.2% |
| All | +169.7% | +1,708.9% | -1,539.2% | -18.9% |
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