+296.0%
GDX vs AGG
+14.2%
+281.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.3% |
| 7D | -2.2% | -1.1% | -1.1% | +0.3% |
| 30D | +6.8% | -1.1% | +7.9% | +9.8% |
| 3M | +24.9% | -1.9% | +26.9% | +31.0% |
| 6M | -4.2% | -1.7% | -2.5% | +0.7% |
| YTD | +13.2% | -1.3% | +14.5% | +17.8% |
| 1Y | +40.2% | -0.7% | +40.9% | +44.0% |
| 3Y | +249.6% | +12.5% | +237.1% | +166.6% |
| 5Y | +230.4% | -2.5% | +232.9% | +278.1% |
| All | +296.0% | +14.2% | +281.8% | +151.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling