+228.9%
GDX vs ACM
+5.0%
+223.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.4% | -3.7% | +3.4% | +0.7% |
| 30D | +18.6% | -11.1% | +29.7% | +22.4% |
| 3M | +14.9% | -8.0% | +22.9% | +17.0% |
| 6M | -6.3% | -29.7% | +23.4% | +3.8% |
| YTD | +15.7% | -29.4% | +45.1% | +27.6% |
| 1Y | +54.8% | -46.4% | +101.3% | +86.4% |
| 3Y | +253.4% | -22.3% | +275.8% | +265.0% |
| All | +228.9% | +5.0% | +223.9% | +209.6% |
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