+233.6%
GDX vs AIG
+53.4%
+180.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.7% |
| 1Y | +49.9% | -2.1% | +52.0% | +49.2% |
| 3Y | +263.6% | +34.4% | +229.2% | +243.3% |
| 5Y | +233.6% | +53.7% | +179.9% | +209.6% |
| All | +233.6% | +53.4% | +180.2% | +209.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling