+185.4%
GDX vs ACI
-43.3%
+228.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.5% |
| 7D | +13.6% | -2.2% | +15.9% | +13.9% |
| 30D | +2.5% | +10.3% | -7.8% | +1.1% |
| 3M | +4.4% | +7.2% | -2.8% | +3.2% |
| 6M | -5.2% | -18.0% | +12.8% | -3.3% |
| YTD | +2.1% | -22.0% | +24.1% | +4.7% |
| 1Y | +24.7% | -23.4% | +48.1% | +28.3% |
| 3Y | +211.3% | -35.8% | +247.1% | +231.0% |
| All | +185.4% | -43.3% | +228.7% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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