+310.1%
GDX vs ALB
+38.2%
+271.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +15.6% | +9.5% | +6.1% | +14.1% |
| 30D | +2.4% | -2.1% | +4.6% | +2.8% |
| 3M | +1.7% | -24.1% | +25.9% | +5.7% |
| 6M | -3.3% | -51.0% | +47.7% | +6.6% |
| YTD | +6.6% | -29.3% | +36.0% | +12.0% |
| 1Y | +27.0% | +3.2% | +23.8% | +27.8% |
| 3Y | +243.4% | -9.3% | +252.7% | +239.9% |
| 5Y | +194.2% | -61.6% | +255.8% | +213.4% |
| 10Y | +310.1% | +40.8% | +269.4% | +271.5% |
| All | +310.1% | +38.2% | +271.9% | +271.5% |
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