+152.3%
GDX vs ALK
-31.3%
+183.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.9% | -3.0% |
| 7D | -4.6% | +0.9% | -5.5% | -4.7% |
| 30D | -6.2% | +3.3% | -9.5% | -6.8% |
| 3M | -10.0% | -17.6% | +7.5% | -7.1% |
| 6M | -15.8% | +0.8% | -16.6% | -16.3% |
| YTD | -4.6% | -22.4% | +17.8% | -2.0% |
| 1Y | +4.0% | -10.1% | +14.1% | +4.7% |
| 3Y | +211.1% | +14.0% | +197.1% | +188.8% |
| 5Y | +152.3% | -29.8% | +182.1% | +139.6% |
| All | +152.3% | -31.3% | +183.5% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling