+185.4%
GDX vs ACM
-2.7%
+188.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +13.6% | +5.4% | +8.3% | +11.9% |
| 30D | +2.5% | +15.1% | -12.6% | -1.8% |
| 3M | +4.4% | -10.5% | +14.8% | +7.5% |
| 6M | -5.2% | -19.7% | +14.5% | +0.6% |
| YTD | +2.1% | -28.8% | +31.0% | +12.7% |
| 1Y | +24.7% | -47.9% | +72.6% | +53.1% |
| 3Y | +211.3% | -12.4% | +223.6% | +205.2% |
| All | +185.4% | -2.7% | +188.1% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling