+310.1%
GDX vs AG
+77.4%
+232.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +2.1% |
| 7D | +15.6% | +10.8% | +4.7% | +10.0% |
| 30D | +2.4% | -8.2% | +10.6% | +6.8% |
| 3M | +1.7% | -13.7% | +15.4% | +9.2% |
| 6M | -3.3% | -27.3% | +24.0% | +12.0% |
| YTD | +6.6% | -4.6% | +11.2% | +7.2% |
| 1Y | +27.0% | +39.4% | -12.4% | +6.2% |
| 3Y | +243.4% | +244.1% | -0.7% | +66.9% |
| 5Y | +194.2% | +16.8% | +177.4% | +122.2% |
| 10Y | +310.1% | +71.7% | +238.5% | +98.8% |
| All | +310.1% | +77.4% | +232.8% | +98.8% |
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