+233.6%
GDX vs AGI
+392.7%
-159.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | 0.0% |
| 7D | +1.9% | +2.2% | -0.3% | +0.1% |
| 30D | +9.9% | +11.3% | -1.3% | +1.1% |
| 3M | +28.2% | +5.6% | +22.6% | +21.9% |
| 6M | -2.9% | -27.7% | +24.8% | +24.5% |
| YTD | +16.0% | -4.1% | +20.1% | +18.0% |
| 1Y | +49.9% | +13.8% | +36.1% | +33.0% |
| 3Y | +263.6% | +217.0% | +46.5% | +42.6% |
| 5Y | +233.6% | +404.3% | -170.8% | -9.3% |
| All | +233.6% | +392.7% | -159.1% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling