+334.9%
GDX vs ALC
+32.2%
+302.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +15.6% | +2.1% | +13.5% | +15.0% |
| 30D | +2.4% | +17.2% | -14.8% | -1.9% |
| 3M | +1.7% | +4.6% | -2.9% | +0.3% |
| 6M | -3.3% | +20.1% | -23.4% | -8.5% |
| YTD | +6.6% | -4.2% | +10.8% | +7.2% |
| 1Y | +27.0% | +2.1% | +24.9% | +25.2% |
| 3Y | +243.4% | +4.5% | +238.9% | +231.8% |
| 5Y | +194.2% | -12.3% | +206.5% | +187.8% |
| All | +334.9% | +32.2% | +302.7% | +276.7% |
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