+156.2%
GDX vs AFRM
-25.4%
+181.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -1.7% |
| 7D | +0.7% | -10.3% | +11.0% | +1.4% |
| 30D | -3.8% | -13.7% | +10.0% | -2.9% |
| 3M | -5.4% | -11.6% | +6.1% | -4.8% |
| 6M | -12.7% | +2.1% | -14.8% | -12.8% |
| YTD | -0.7% | -8.9% | +8.2% | -0.6% |
| 1Y | +11.9% | -9.7% | +21.6% | +11.9% |
| 3Y | +223.9% | +202.5% | +21.4% | +195.4% |
| 5Y | +163.2% | -55.3% | +218.5% | +140.1% |
| All | +156.2% | -25.4% | +181.6% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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