+258.1%
GDX vs AFL
+62.8%
+195.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +1.9% | -2.1% | +4.0% | +1.9% |
| 30D | +9.9% | -5.4% | +15.4% | +10.1% |
| 3M | +28.2% | -0.3% | +28.5% | +27.6% |
| 6M | -2.9% | +5.2% | -8.1% | -4.2% |
| YTD | +16.0% | +5.7% | +10.3% | +14.0% |
| 1Y | +49.9% | +10.2% | +39.7% | +45.8% |
| All | +258.1% | +62.8% | +195.4% | +227.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling