+214.2%
GDX vs AFL
+708.1%
-493.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +18.6% | -6.2% | +24.8% | +20.1% |
| 3M | +14.9% | +2.2% | +12.7% | +13.9% |
| 6M | -6.3% | +5.3% | -11.5% | -7.7% |
| YTD | +15.7% | +8.0% | +7.8% | +13.0% |
| 1Y | +54.8% | +10.2% | +44.6% | +50.3% |
| 3Y | +253.4% | +67.1% | +186.4% | +209.7% |
| 5Y | +219.7% | +135.6% | +84.1% | +157.2% |
| 10Y | +300.2% | +299.4% | +0.8% | +171.8% |
| All | +214.2% | +708.1% | -493.9% | +67.8% |
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