+24.8%
GDX vs AFL
+18.6%
+6.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +9.5% |
| 7D | +0.8% | +2.9% | -2.2% | +2.3% |
| 30D | -3.2% | +11.5% | -14.7% | +2.5% |
| 3M | +8.6% | +0.6% | +7.9% | +9.0% |
| 6M | -1.2% | +11.7% | -12.9% | +3.4% |
| YTD | -1.4% | +15.4% | -16.8% | +2.2% |
| 1Y | +24.8% | +17.6% | +7.2% | +29.2% |
| All | +24.8% | +18.6% | +6.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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