+212.7%
GDX vs ALB
-14.4%
+227.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.1% |
| 7D | -6.8% | -5.8% | -1.0% | -5.6% |
| 30D | -2.1% | -4.5% | +2.4% | -1.1% |
| 3M | -7.5% | -28.1% | +20.6% | -1.3% |
| 6M | -15.2% | -53.2% | +38.0% | -2.1% |
| YTD | -4.8% | -33.3% | +28.5% | +3.4% |
| 1Y | +6.7% | -17.4% | +24.2% | +12.8% |
| 3Y | +212.7% | -14.1% | +226.9% | +222.6% |
| All | +212.7% | -14.4% | +227.2% | +222.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling