+212.7%
GDX vs ACM
-9.1%
+221.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -6.8% | +5.6% | -12.4% | -8.2% |
| 30D | -2.1% | +20.8% | -22.9% | -6.8% |
| 3M | -7.5% | +11.4% | -18.9% | -10.3% |
| 6M | -15.2% | +0.9% | -16.1% | -16.1% |
| YTD | -4.8% | -24.8% | +20.0% | +2.5% |
| 1Y | +6.7% | -46.4% | +53.2% | +27.2% |
| 3Y | +212.7% | -9.2% | +222.0% | +195.0% |
| All | +212.7% | -9.1% | +221.9% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling