+214.2%
GDX vs AEM
+732.5%
-518.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.3% |
| 7D | -0.4% | -0.5% | +0.1% | 0.0% |
| 30D | +18.6% | +24.0% | -5.4% | -0.1% |
| 3M | +14.9% | +16.1% | -1.2% | +2.3% |
| 6M | -6.3% | -11.6% | +5.4% | +4.3% |
| YTD | +15.7% | +21.5% | -5.8% | +0.8% |
| 1Y | +54.8% | +39.2% | +15.7% | +21.8% |
| 3Y | +253.4% | +347.4% | -94.0% | +12.5% |
| 5Y | +219.7% | +290.1% | -70.5% | +11.8% |
| 10Y | +300.2% | +357.8% | -57.6% | +21.3% |
| All | +214.2% | +732.5% | -518.4% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling