+163.4%
GDX vs AFRM
-25.1%
+188.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.3% |
| 7D | +13.6% | -7.3% | +20.9% | +14.2% |
| 30D | +2.5% | -9.6% | +12.1% | +3.2% |
| 3M | +4.4% | -11.1% | +15.4% | +5.1% |
| 6M | -5.2% | +3.9% | -9.1% | -5.5% |
| YTD | +2.1% | -8.5% | +10.6% | +2.2% |
| 1Y | +24.7% | +3.3% | +21.4% | +23.9% |
| 3Y | +211.3% | +213.7% | -2.4% | +183.3% |
| 5Y | +186.7% | -58.5% | +245.2% | +161.5% |
| All | +163.4% | -25.1% | +188.5% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling