+163.2%
GDX vs ACHR
-19.0%
+182.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.8% |
| 7D | +0.7% | +18.0% | -17.2% | -0.8% |
| 30D | -3.8% | +3.6% | -7.4% | -4.2% |
| 3M | -5.4% | -28.4% | +23.0% | -3.1% |
| 6M | -12.7% | -25.7% | +13.0% | -11.3% |
| YTD | -0.7% | -35.4% | +34.7% | +1.8% |
| 1Y | +11.9% | -45.6% | +57.5% | +15.7% |
| 3Y | +223.9% | -2.2% | +226.1% | +205.1% |
| 5Y | +163.2% | -20.3% | +183.5% | +130.0% |
| All | +163.2% | -19.0% | +182.2% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling