+289.0%
GDX vs ALLE
+148.2%
+140.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +4.0% | +2.8% | +1.2% | +3.4% |
| 30D | +9.5% | -7.6% | +17.1% | +11.2% |
| 3M | +25.1% | +22.8% | +2.3% | +20.1% |
| 6M | -2.9% | +4.6% | -7.5% | -3.9% |
| YTD | +14.7% | -1.2% | +16.0% | +14.6% |
| 1Y | +47.4% | -9.1% | +56.6% | +49.3% |
| 3Y | +259.7% | +50.0% | +209.7% | +232.9% |
| 5Y | +227.7% | +15.2% | +212.4% | +207.9% |
| 10Y | +289.0% | +151.1% | +137.9% | +260.5% |
| All | +289.0% | +148.2% | +140.7% | +260.5% |
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