+195.0%
GDX vs ALAB
+262.8%
-67.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +1.7% |
| 7D | +13.6% | -26.3% | +39.9% | +16.1% |
| 30D | +2.5% | -50.1% | +52.6% | +8.0% |
| 3M | +4.4% | -42.5% | +46.9% | +8.4% |
| 6M | -5.2% | -10.8% | +5.6% | -5.7% |
| YTD | +2.1% | +14.6% | -12.5% | -1.5% |
| 1Y | +24.7% | +17.1% | +7.6% | +19.7% |
| All | +195.0% | +262.8% | -67.8% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling