+310.1%
GDX vs ALK
-37.5%
+347.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.1% | -2.7% | +3.6% |
| 7D | +15.6% | +8.9% | +6.6% | +14.4% |
| 30D | +2.4% | +5.9% | -3.5% | +1.7% |
| 3M | +1.7% | -16.5% | +18.3% | +3.6% |
| 6M | -3.3% | +2.1% | -5.4% | -3.9% |
| YTD | +6.6% | -17.1% | +23.7% | +7.8% |
| 1Y | +27.0% | -2.9% | +29.8% | +26.5% |
| 3Y | +243.4% | +24.5% | +218.9% | +229.2% |
| 5Y | +194.2% | -29.1% | +223.3% | +190.4% |
| 10Y | +310.1% | -39.1% | +349.3% | +292.1% |
| All | +310.1% | -37.5% | +347.6% | +292.1% |
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