+208.0%
GDX vs ALAB
+312.6%
-104.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +13.7% | -9.3% | +3.3% |
| 7D | +15.6% | -5.6% | +21.1% | +15.7% |
| 30D | +2.4% | -36.6% | +39.1% | +5.9% |
| 3M | +1.7% | -35.1% | +36.8% | +4.6% |
| 6M | -3.3% | +8.5% | -11.9% | -5.2% |
| YTD | +6.6% | +30.4% | -23.7% | +1.7% |
| 1Y | +27.0% | +31.0% | -4.1% | +20.7% |
| All | +208.0% | +312.6% | -104.6% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling