+160.7%
GDX vs ACM
+233.3%
-72.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +13.6% | +5.4% | +8.3% | +12.2% |
| 30D | +2.5% | +15.1% | -12.6% | -1.1% |
| 3M | +4.4% | -10.5% | +14.8% | +6.8% |
| 6M | -5.2% | -19.7% | +14.5% | -0.8% |
| YTD | +2.1% | -28.8% | +31.0% | +9.9% |
| 1Y | +24.7% | -47.9% | +72.6% | +44.7% |
| 3Y | +211.3% | -12.4% | +223.6% | +214.4% |
| 5Y | +186.7% | +0.6% | +186.1% | +177.9% |
| 10Y | +285.3% | +161.3% | +124.1% | +169.5% |
| All | +160.7% | +233.3% | -72.6% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling