+158.4%
GDX vs AFL
+779.8%
-621.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -6.8% | +2.9% | -9.7% | -7.4% |
| 30D | -2.1% | +8.0% | -10.1% | -3.8% |
| 3M | -7.5% | +5.9% | -13.4% | -8.8% |
| 6M | -15.2% | +11.6% | -26.8% | -17.6% |
| YTD | -4.8% | +17.5% | -22.3% | -8.8% |
| 1Y | +6.7% | +13.3% | -6.5% | +3.0% |
| 3Y | +212.7% | +67.0% | +145.7% | +174.1% |
| 5Y | +151.7% | +150.6% | +1.0% | +99.7% |
| 10Y | +330.3% | +343.1% | -12.7% | +185.4% |
| All | +158.4% | +779.8% | -621.4% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling