+326.3%
GDX vs AEM
+412.5%
-86.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -6.8% | -6.8% | 0.0% | -0.8% |
| 30D | -2.1% | +0.8% | -2.9% | -2.9% |
| 3M | -7.5% | -0.8% | -6.7% | -7.0% |
| 6M | -15.2% | -8.5% | -6.6% | -8.1% |
| YTD | -4.8% | +5.9% | -10.8% | -8.2% |
| 1Y | +6.7% | +6.6% | +0.1% | +2.4% |
| 3Y | +212.7% | +302.2% | -89.5% | -2.2% |
| 5Y | +151.7% | +250.8% | -99.1% | -13.3% |
| All | +326.3% | +412.5% | -86.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling