+214.2%
GDX vs ACGL
+1,525.5%
-1,311.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -0.4% | -0.7% | +0.4% | -0.2% |
| 30D | +18.6% | -1.0% | +19.6% | +18.8% |
| 3M | +14.9% | +11.0% | +3.8% | +12.1% |
| 6M | -6.3% | -0.3% | -5.9% | -6.6% |
| YTD | +15.7% | +2.3% | +13.5% | +14.4% |
| 1Y | +54.8% | +6.4% | +48.5% | +51.5% |
| 3Y | +253.4% | +34.0% | +219.5% | +225.0% |
| 5Y | +219.7% | +161.6% | +58.0% | +148.5% |
| 10Y | +300.2% | +278.6% | +21.6% | +162.0% |
| All | +214.2% | +1,525.5% | -1,311.3% | -3.4% |
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