+189.5%
GDX vs AG
+445.6%
-256.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.3% |
| 7D | -0.4% | +1.0% | -1.4% | -0.9% |
| 30D | +18.6% | +19.2% | -0.6% | +9.2% |
| 3M | +14.9% | +6.2% | +8.7% | +11.4% |
| 6M | -6.3% | -26.7% | +20.4% | +7.6% |
| YTD | +15.7% | +26.1% | -10.4% | +1.8% |
| 1Y | +54.8% | +131.7% | -76.8% | +0.1% |
| 3Y | +253.4% | +255.3% | -1.9% | +66.6% |
| 5Y | +219.7% | +61.9% | +157.7% | +104.4% |
| 10Y | +300.2% | +72.0% | +228.2% | +96.8% |
| All | +189.5% | +445.6% | -256.1% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling