+289.1%
GDX vs ALC
+26.4%
+262.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -4.6% | -6.2% | +1.6% | -2.9% |
| 30D | -6.2% | +14.0% | -20.2% | -9.5% |
| 3M | -10.0% | -2.4% | -7.6% | -9.5% |
| 6M | -15.8% | +12.6% | -28.4% | -18.8% |
| YTD | -4.6% | -8.4% | +3.8% | -2.9% |
| 1Y | +4.0% | -9.1% | +13.2% | +6.0% |
| 3Y | +211.1% | -0.3% | +211.4% | +204.5% |
| 5Y | +152.3% | -9.9% | +162.2% | +147.0% |
| All | +289.1% | +26.4% | +262.8% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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