+186.0%
GDX vs ACHR
-45.0%
+231.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | -2.2% | -2.3% | +0.1% | -2.0% |
| 30D | +6.8% | -11.3% | +18.0% | +7.6% |
| 3M | +24.9% | +5.3% | +19.7% | +23.7% |
| 6M | -4.2% | -13.2% | +9.0% | -3.8% |
| YTD | +13.2% | -25.8% | +39.0% | +14.7% |
| 1Y | +40.2% | -34.3% | +74.5% | +42.7% |
| 3Y | +249.6% | -19.9% | +269.5% | +234.5% |
| 5Y | +230.4% | -42.7% | +273.0% | +196.9% |
| All | +186.0% | -45.0% | +231.0% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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