+228.9%
GDX vs ALB
-44.4%
+273.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.3% | -1.4% |
| 7D | -0.4% | -8.1% | +7.7% | +1.1% |
| 30D | +18.6% | +6.3% | +12.4% | +17.2% |
| 3M | +14.9% | -23.6% | +38.5% | +20.2% |
| 6M | -6.3% | -24.6% | +18.4% | -2.1% |
| YTD | +15.7% | -10.3% | +26.0% | +17.9% |
| 1Y | +54.8% | +61.5% | -6.6% | +45.3% |
| 3Y | +253.4% | -34.0% | +287.4% | +263.1% |
| All | +228.9% | -44.4% | +273.2% | +243.3% |
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 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