+289.0%
GDX vs ALB
+78.9%
+210.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | +4.0% | -4.4% | +8.4% | +4.6% |
| 30D | +9.5% | -1.2% | +10.7% | +9.5% |
| 3M | +25.1% | -13.3% | +38.4% | +27.4% |
| 6M | -2.9% | -19.8% | +16.8% | -0.4% |
| YTD | +14.7% | -7.9% | +22.7% | +16.0% |
| 1Y | +47.4% | +60.2% | -12.7% | +39.7% |
| 3Y | +259.7% | -26.4% | +286.1% | +259.1% |
| 5Y | +227.7% | -42.5% | +270.2% | +232.6% |
| 10Y | +289.0% | +83.0% | +206.0% | +206.5% |
| All | +289.0% | +78.9% | +210.0% | +206.5% |
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