+211.5%
GDX vs AGG
+86.2%
+125.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.7% |
| 7D | +4.0% | +0.1% | +3.8% | +3.7% |
| 30D | +9.5% | -0.4% | +9.9% | +10.2% |
| 3M | +25.1% | -0.3% | +25.4% | +25.9% |
| 6M | -2.9% | -1.2% | -1.7% | -0.4% |
| YTD | +14.7% | -0.4% | +15.1% | +16.1% |
| 1Y | +47.4% | +0.4% | +47.0% | +47.5% |
| 3Y | +259.7% | +13.4% | +246.3% | +200.0% |
| 5Y | +227.7% | -1.4% | +229.1% | +235.1% |
| 10Y | +289.0% | +14.8% | +274.1% | +242.2% |
| All | +211.5% | +86.2% | +125.3% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling