+226.4%
GDX vs ALLE
+93.1%
+133.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | +0.7% | -0.8% | +1.6% | +0.9% |
| 30D | -3.8% | +27.4% | -31.1% | -10.6% |
| 3M | -5.4% | +13.8% | -19.3% | -9.0% |
| 6M | -12.7% | +45.5% | -58.2% | -22.4% |
| YTD | -0.7% | +21.4% | -22.0% | -7.0% |
| 1Y | +11.9% | +15.4% | -3.5% | +6.1% |
| All | +226.4% | +93.1% | +133.3% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling