+296.0%
GDX vs AGI
+392.3%
-96.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -2.2% | -2.7% | +0.6% | -0.4% |
| 30D | +6.8% | +7.2% | -0.5% | +2.2% |
| 3M | +24.9% | +4.3% | +20.7% | +21.3% |
| 6M | -4.2% | -27.1% | +22.9% | +17.7% |
| YTD | +13.2% | -6.6% | +19.8% | +18.3% |
| 1Y | +40.2% | +9.5% | +30.7% | +32.7% |
| 3Y | +249.6% | +208.4% | +41.1% | +74.2% |
| 5Y | +230.4% | +401.6% | -171.3% | +23.0% |
| All | +296.0% | +392.3% | -96.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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