+301.2%
GDX vs ALK
-41.7%
+342.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.1% |
| 7D | +13.6% | +9.0% | +4.6% | +12.5% |
| 30D | +2.5% | -1.6% | +4.1% | +2.6% |
| 3M | +4.4% | -23.2% | +27.6% | +7.4% |
| 6M | -5.2% | -3.9% | -1.4% | -5.2% |
| YTD | +2.1% | -22.6% | +24.7% | +4.1% |
| 1Y | +24.7% | -5.3% | +30.0% | +24.8% |
| 3Y | +211.3% | +18.6% | +192.7% | +200.4% |
| 5Y | +186.7% | -34.4% | +221.1% | +185.5% |
| All | +301.2% | -41.7% | +342.9% | +298.1% |
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