+177.3%
GDX vs ALB
+504.9%
-327.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +13.6% | +9.1% | +4.6% | +11.4% |
| 30D | +2.5% | -3.4% | +5.9% | +3.4% |
| 3M | +4.4% | -20.6% | +25.0% | +10.0% |
| 6M | -5.2% | -48.2% | +42.9% | +10.1% |
| YTD | +2.1% | -29.2% | +31.4% | +9.8% |
| 1Y | +24.7% | +10.0% | +14.7% | +21.3% |
| 3Y | +211.3% | -12.9% | +224.2% | +196.2% |
| 5Y | +186.7% | -61.3% | +248.0% | +215.7% |
| 10Y | +285.3% | +35.8% | +249.5% | +156.3% |
| All | +177.3% | +504.9% | -327.6% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling