+214.2%
GDX vs ALK
+394.7%
-180.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | +18.6% | -19.2% | +37.9% | +20.0% |
| 3M | +14.9% | -1.5% | +16.4% | +14.9% |
| 6M | -6.3% | -13.1% | +6.8% | -5.9% |
| YTD | +15.7% | -16.4% | +32.1% | +16.3% |
| 1Y | +54.8% | -33.1% | +87.9% | +56.9% |
| 3Y | +253.4% | +0.6% | +252.8% | +249.8% |
| 5Y | +219.7% | -26.4% | +246.1% | +217.9% |
| 10Y | +300.2% | -34.2% | +334.4% | +291.1% |
| All | +214.2% | +394.7% | -180.5% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling