+213.5%
GDX vs AIG
+39.0%
+174.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -4.6% | +2.0% | -6.6% | -4.8% |
| 30D | -6.2% | +6.3% | -12.5% | -7.0% |
| 3M | -10.0% | +9.2% | -19.2% | -11.2% |
| 6M | -15.8% | +9.5% | -25.3% | -16.9% |
| YTD | -4.6% | -1.6% | -3.0% | -4.4% |
| 1Y | +4.0% | +8.5% | -4.4% | +2.2% |
| All | +213.5% | +39.0% | +174.5% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling