+211.5%
GDX vs AIG
-89.7%
+301.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.7% |
| 7D | +4.0% | -1.6% | +5.5% | +4.1% |
| 30D | +9.5% | -5.2% | +14.7% | +9.9% |
| 3M | +25.1% | +1.5% | +23.6% | +24.9% |
| 6M | -2.9% | -3.9% | +1.0% | -2.7% |
| YTD | +14.7% | -11.6% | +26.3% | +15.6% |
| 1Y | +47.4% | -2.9% | +50.3% | +47.3% |
| 3Y | +259.7% | +33.7% | +225.9% | +250.5% |
| 5Y | +227.7% | +52.7% | +175.0% | +214.8% |
| 10Y | +289.0% | +62.6% | +226.4% | +261.9% |
| All | +211.5% | -89.7% | +301.2% | +190.5% |
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