+327.3%
GDX vs ACM
+131.3%
+196.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -4.6% | +5.1% | -9.6% | -5.4% |
| 30D | -6.2% | +18.7% | -24.9% | -9.1% |
| 3M | -10.0% | +15.5% | -25.5% | -12.5% |
| 6M | -15.8% | +1.2% | -17.0% | -16.4% |
| YTD | -4.6% | -25.2% | +20.7% | -0.1% |
| 1Y | +4.0% | -46.3% | +50.3% | +15.5% |
| 3Y | +211.1% | -9.6% | +220.6% | +213.1% |
| 5Y | +152.3% | +4.4% | +147.9% | +148.0% |
| All | +327.3% | +131.3% | +196.0% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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