+296.0%
GDX vs AFL
+303.3%
-7.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -2.2% | -1.6% | -0.5% | -1.9% |
| 30D | +6.8% | -4.0% | +10.8% | +7.4% |
| 3M | +24.9% | -0.5% | +25.4% | +24.7% |
| 6M | -4.2% | +6.5% | -10.7% | -5.6% |
| YTD | +13.2% | +6.2% | +7.0% | +11.4% |
| 1Y | +40.2% | +8.3% | +31.9% | +37.3% |
| 3Y | +249.6% | +62.5% | +187.1% | +216.4% |
| 5Y | +230.4% | +136.2% | +94.2% | +178.9% |
| All | +296.0% | +303.3% | -7.3% | +218.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling