+41.2%
GDX vs AEM
+28.8%
+12.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -0.5% |
| 7D | -5.4% | -5.0% | -0.3% | -0.3% |
| 30D | +6.6% | +8.5% | -1.9% | -2.2% |
| 3M | +30.1% | +29.3% | +0.8% | -0.4% |
| 6M | -7.1% | -12.9% | +5.8% | +7.0% |
| YTD | +12.0% | +16.8% | -4.8% | -3.3% |
| 1Y | +41.2% | +29.8% | +11.4% | +10.6% |
| All | +41.2% | +28.8% | +12.4% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling