+326.3%
GDX vs AIG
+67.5%
+258.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -6.8% | +6.6% | -13.4% | -7.5% |
| 30D | -2.1% | +7.0% | -9.1% | -2.9% |
| 3M | -7.5% | +9.7% | -17.2% | -8.5% |
| 6M | -15.2% | +10.8% | -26.0% | -16.3% |
| YTD | -4.8% | -1.3% | -3.5% | -5.0% |
| 1Y | +6.7% | +8.4% | -1.6% | +5.4% |
| 3Y | +212.7% | +39.0% | +173.7% | +199.6% |
| 5Y | +151.7% | +59.6% | +92.0% | +136.2% |
| All | +326.3% | +67.5% | +258.7% | +242.5% |
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