+327.3%
GDX vs ALB
+34.2%
+293.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | -4.6% | -3.6% | -1.0% | -4.0% |
| 30D | -6.2% | -2.9% | -3.3% | -5.7% |
| 3M | -10.0% | -25.8% | +15.8% | -6.2% |
| 6M | -15.8% | -53.6% | +37.8% | -6.4% |
| YTD | -4.6% | -32.4% | +27.8% | +0.9% |
| 1Y | +4.0% | -13.0% | +17.1% | +6.9% |
| 3Y | +211.1% | -15.0% | +226.1% | +210.7% |
| 5Y | +152.3% | -63.5% | +215.8% | +170.8% |
| All | +327.3% | +34.2% | +293.1% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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