+211.3%
GDX vs ALK
+16.0%
+195.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | +13.6% | +9.0% | +4.6% | +11.7% |
| 30D | +2.5% | -1.6% | +4.1% | +2.7% |
| 3M | +4.4% | -23.2% | +27.6% | +9.3% |
| 6M | -5.2% | -3.9% | -1.4% | -5.2% |
| YTD | +2.1% | -22.6% | +24.7% | +4.7% |
| 1Y | +24.7% | -5.3% | +30.0% | +24.8% |
| 3Y | +211.3% | +18.6% | +192.7% | +178.2% |
| All | +211.3% | +16.0% | +195.3% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling