+372.9%
GDX vs ALC
+20.4%
+352.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.9% | -5.3% | +7.2% | +3.4% |
| 30D | +9.9% | -7.1% | +17.0% | +12.1% |
| 3M | +28.2% | +0.8% | +27.4% | +27.6% |
| 6M | -2.9% | -16.0% | +13.1% | +1.4% |
| YTD | +16.0% | -12.7% | +28.7% | +19.7% |
| 1Y | +49.9% | -12.8% | +62.7% | +54.5% |
| 3Y | +263.6% | -15.8% | +279.4% | +273.0% |
| 5Y | +233.6% | -16.7% | +250.2% | +232.5% |
| All | +372.9% | +20.4% | +352.6% | +320.7% |
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