+258.1%
GDX vs AEM
+344.0%
-85.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.7% |
| 7D | +1.9% | +3.0% | -1.1% | -1.1% |
| 30D | +9.9% | +12.5% | -2.6% | -2.4% |
| 3M | +28.2% | +26.9% | +1.3% | +1.0% |
| 6M | -2.9% | -9.4% | +6.5% | +7.0% |
| YTD | +16.0% | +20.3% | -4.3% | -2.3% |
| 1Y | +49.9% | +33.8% | +16.1% | +14.2% |
| All | +258.1% | +344.0% | -85.9% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling