+159.0%
GDX vs AIG
-88.5%
+247.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -4.6% | +2.0% | -6.6% | -4.7% |
| 30D | -6.2% | +6.3% | -12.5% | -6.6% |
| 3M | -10.0% | +9.2% | -19.2% | -10.6% |
| 6M | -15.8% | +9.5% | -25.3% | -16.4% |
| YTD | -4.6% | -1.6% | -3.0% | -4.7% |
| 1Y | +4.0% | +8.5% | -4.4% | +3.2% |
| 3Y | +211.1% | +38.3% | +172.8% | +202.3% |
| 5Y | +152.3% | +59.0% | +93.2% | +141.5% |
| 10Y | +331.4% | +67.8% | +263.6% | +300.3% |
| All | +159.0% | -88.5% | +247.6% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling