+289.0%
GDX vs ACM
+128.0%
+161.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | +9.5% | -12.9% | +22.4% | +12.0% |
| 3M | +25.1% | -6.4% | +31.5% | +26.1% |
| 6M | -2.9% | -29.2% | +26.3% | +2.9% |
| YTD | +14.7% | -29.9% | +44.7% | +21.7% |
| 1Y | +47.4% | -47.3% | +94.7% | +64.5% |
| 3Y | +259.7% | -19.6% | +279.3% | +269.5% |
| 5Y | +227.7% | +5.5% | +222.1% | +222.8% |
| 10Y | +289.0% | +129.7% | +159.3% | +257.9% |
| All | +289.0% | +128.0% | +161.0% | +257.9% |
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