+185.4%
GDX vs ALC
-11.2%
+196.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.9% |
| 7D | +13.6% | +4.9% | +8.7% | +11.9% |
| 30D | +2.5% | +19.0% | -16.4% | -3.3% |
| 3M | +4.4% | +7.8% | -3.4% | +1.7% |
| 6M | -5.2% | +14.6% | -19.8% | -10.0% |
| YTD | +2.1% | -4.4% | +6.6% | +3.0% |
| 1Y | +24.7% | +1.4% | +23.3% | +22.9% |
| 3Y | +211.3% | +2.5% | +208.8% | +195.7% |
| All | +185.4% | -11.2% | +196.6% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling