+258.1%
GDX vs AIG
+33.4%
+224.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.9% | -1.4% | +3.3% | +2.1% |
| 30D | +9.9% | -3.3% | +13.2% | +10.4% |
| 3M | +28.2% | +2.2% | +26.0% | +27.6% |
| 6M | -2.9% | -2.1% | -0.8% | -2.8% |
| YTD | +16.0% | -11.2% | +27.2% | +17.8% |
| 1Y | +49.9% | -2.1% | +52.0% | +48.7% |
| All | +258.1% | +33.4% | +224.8% | +232.9% |
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 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