+185.4%
GDX vs ALB
-61.7%
+247.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +13.6% | +9.1% | +4.6% | +11.8% |
| 30D | +2.5% | -3.4% | +5.9% | +3.2% |
| 3M | +4.4% | -20.6% | +25.0% | +8.8% |
| 6M | -5.2% | -48.2% | +42.9% | +6.5% |
| YTD | +2.1% | -29.2% | +31.4% | +8.8% |
| 1Y | +24.7% | +10.0% | +14.7% | +24.7% |
| 3Y | +211.3% | -12.9% | +224.2% | +210.1% |
| All | +185.4% | -61.7% | +247.1% | +216.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling