+231.4%
GDX vs ALAB
+449.6%
-218.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.1% | -0.3% |
| 7D | +4.0% | +3.2% | +0.8% | +3.6% |
| 30D | +9.5% | -13.6% | +23.0% | +10.6% |
| 3M | +25.1% | -16.6% | +41.7% | +25.5% |
| 6M | -2.9% | +142.3% | -145.3% | -10.6% |
| YTD | +14.7% | +73.6% | -58.9% | +7.5% |
| 1Y | +47.4% | +33.7% | +13.8% | +39.1% |
| All | +231.4% | +449.6% | -218.1% | +186.8% |
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