+185.4%
GDX vs AG
+12.9%
+172.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.3% | +1.3% |
| 7D | +13.6% | +6.3% | +7.3% | +10.3% |
| 30D | +2.5% | -8.9% | +11.5% | +7.4% |
| 3M | +4.4% | -12.2% | +16.6% | +11.3% |
| 6M | -5.2% | -28.3% | +23.1% | +10.6% |
| YTD | +2.1% | -8.8% | +11.0% | +5.6% |
| 1Y | +24.7% | +39.4% | -14.7% | +5.7% |
| 3Y | +211.3% | +229.4% | -18.1% | +57.6% |
| All | +185.4% | +12.9% | +172.4% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling