+212.7%
GDX vs ALC
+4.4%
+208.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.1% |
| 7D | -6.8% | -1.1% | -5.7% | -6.5% |
| 30D | -2.1% | +16.0% | -18.2% | -5.8% |
| 3M | -7.5% | +0.8% | -8.3% | -7.7% |
| 6M | -15.2% | +16.8% | -32.0% | -18.9% |
| YTD | -4.8% | -5.5% | +0.7% | -3.4% |
| 1Y | +6.7% | -5.3% | +12.0% | +8.1% |
| 3Y | +212.7% | +4.1% | +208.7% | +190.5% |
| All | +212.7% | +4.4% | +208.4% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling