+326.3%
GDX vs AG
+76.0%
+250.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.9% |
| 7D | -6.8% | -10.0% | +3.2% | -1.9% |
| 30D | -2.1% | -10.5% | +8.4% | +3.4% |
| 3M | -7.5% | -27.3% | +19.7% | +7.8% |
| 6M | -15.2% | -43.0% | +27.8% | +10.5% |
| YTD | -4.8% | -17.9% | +13.1% | +3.0% |
| 1Y | +6.7% | +11.9% | -5.2% | -0.8% |
| 3Y | +212.7% | +201.8% | +10.9% | +62.6% |
| 5Y | +151.7% | -0.1% | +151.7% | +105.4% |
| All | +326.3% | +76.0% | +250.3% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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