+310.1%
GDX vs ALLE
+233.6%
+76.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.9% |
| 7D | +15.6% | -0.6% | +16.2% | +15.7% |
| 30D | +2.4% | +26.6% | -24.2% | -2.2% |
| 3M | +1.7% | +13.2% | -11.4% | -0.8% |
| 6M | -3.3% | +42.9% | -46.2% | -9.8% |
| YTD | +6.6% | +21.0% | -14.4% | +2.4% |
| 1Y | +27.0% | +15.2% | +11.8% | +22.9% |
| 3Y | +243.4% | +95.6% | +147.8% | +203.2% |
| 5Y | +194.2% | +53.4% | +140.8% | +163.9% |
| 10Y | +310.1% | +221.5% | +88.7% | +268.0% |
| All | +310.1% | +233.6% | +76.5% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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