+291.6%
GDX vs AIG
+65.5%
+226.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -5.4% | -2.4% | -3.0% | -5.1% |
| 30D | +6.6% | -2.9% | +9.5% | +6.9% |
| 3M | +30.1% | +0.8% | +29.3% | +29.9% |
| 6M | -7.1% | -2.7% | -4.4% | -6.9% |
| YTD | +12.0% | -11.2% | +23.2% | +13.1% |
| 1Y | +41.2% | -1.5% | +42.7% | +40.8% |
| 3Y | +251.0% | +34.4% | +216.6% | +238.1% |
| 5Y | +226.7% | +54.4% | +172.3% | +209.0% |
| All | +291.6% | +65.5% | +226.1% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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