+198.5%
GDX vs AFRM
-20.4%
+218.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -2.0% |
| 7D | -0.4% | -7.0% | +6.6% | 0.0% |
| 30D | +18.6% | -7.8% | +26.4% | +19.2% |
| 3M | +14.9% | +5.3% | +9.6% | +14.5% |
| 6M | -6.3% | +42.6% | -48.9% | -8.2% |
| YTD | +15.7% | -2.8% | +18.5% | +15.4% |
| 1Y | +54.8% | -19.3% | +74.1% | +55.4% |
| 3Y | +253.4% | +231.0% | +22.5% | +219.9% |
| 5Y | +219.7% | -22.2% | +241.9% | +188.1% |
| All | +198.5% | -20.4% | +218.9% | +172.1% |
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