+47.4%
GDX vs ACM
-47.1%
+94.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.4% |
| 3M | +25.1% | -6.4% | +31.5% | +26.1% |
| 6M | -2.9% | -29.2% | +26.3% | +5.4% |
| YTD | +14.7% | -29.9% | +44.7% | +25.7% |
| 1Y | +47.4% | -47.3% | +94.7% | +70.2% |
| All | +47.4% | -47.1% | +94.6% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling