+260.4%
GDX vs AHR
+356.1%
-95.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -2.2% | -2.1% | -0.1% | -1.7% |
| 30D | +6.8% | +1.9% | +4.9% | +6.3% |
| 3M | +24.9% | +15.7% | +9.3% | +19.9% |
| 6M | -4.2% | +2.5% | -6.7% | -4.9% |
| YTD | +13.2% | +15.0% | -1.8% | +8.7% |
| 1Y | +40.2% | +28.1% | +12.1% | +29.9% |
| All | +260.4% | +356.1% | -95.7% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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