+175.6%
GDX vs ALAB
+333.4%
-157.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.8% |
| 7D | -4.6% | +26.9% | -31.5% | -6.5% |
| 30D | -6.2% | -30.0% | +23.8% | -3.8% |
| 3M | -10.0% | -28.5% | +18.5% | -8.2% |
| 6M | -15.8% | +11.4% | -27.2% | -17.6% |
| YTD | -4.6% | +36.9% | -41.5% | -9.4% |
| 1Y | +4.0% | +44.4% | -40.3% | -1.8% |
| All | +175.6% | +333.4% | -157.8% | +141.8% |
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