+349.2%
GDX vs ALK
-41.4%
+390.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +0.7% | +2.6% | -1.8% | +0.4% |
| 30D | -3.8% | +7.8% | -11.6% | -4.7% |
| 3M | -5.4% | -15.2% | +9.8% | -3.8% |
| 6M | -12.7% | +5.0% | -17.7% | -13.5% |
| YTD | -0.7% | -18.4% | +17.8% | +0.6% |
| 1Y | +11.9% | -2.4% | +14.3% | +11.5% |
| 3Y | +223.9% | +19.8% | +204.1% | +211.4% |
| 5Y | +163.2% | -27.8% | +191.0% | +159.8% |
| 10Y | +349.2% | -42.0% | +391.1% | +323.1% |
| All | +349.2% | -41.4% | +390.6% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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