+152.3%
GDX vs AIG
+57.6%
+94.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -4.6% | +2.0% | -6.6% | -4.9% |
| 30D | -6.2% | +6.3% | -12.5% | -7.1% |
| 3M | -10.0% | +9.2% | -19.2% | -11.3% |
| 6M | -15.8% | +9.5% | -25.3% | -17.1% |
| YTD | -4.6% | -1.6% | -3.0% | -4.6% |
| 1Y | +4.0% | +8.5% | -4.4% | +2.2% |
| 3Y | +211.1% | +38.3% | +172.8% | +191.8% |
| 5Y | +152.3% | +59.0% | +93.2% | +129.4% |
| All | +152.3% | +57.6% | +94.7% | +129.4% |
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