+226.7%
GDX vs AFL
+131.0%
+95.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | -5.4% | -3.3% | -2.1% | -4.9% |
| 30D | +6.6% | -5.0% | +11.5% | +7.3% |
| 3M | +30.1% | -1.8% | +31.9% | +30.0% |
| 6M | -7.1% | +4.8% | -11.9% | -8.7% |
| YTD | +12.0% | +5.4% | +6.5% | +9.6% |
| 1Y | +41.2% | +9.0% | +32.2% | +36.8% |
| 3Y | +251.0% | +63.0% | +188.0% | +202.6% |
| 5Y | +226.7% | +134.5% | +92.2% | +150.3% |
| All | +226.7% | +131.0% | +95.8% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling