+54.8%
GDX vs AGG
+1.5%
+53.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.4% |
| 7D | -0.4% | -0.2% | -0.2% | +0.3% |
| 30D | +18.6% | -0.4% | +19.0% | +20.6% |
| 3M | +14.9% | -0.7% | +15.5% | +18.6% |
| 6M | -6.3% | -1.5% | -4.7% | -2.9% |
| YTD | +15.7% | -0.3% | +16.0% | +20.5% |
| 1Y | +54.8% | +1.3% | +53.5% | +54.3% |
| All | +54.8% | +1.5% | +53.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling