+211.3%
GDX vs ALLE
+88.9%
+122.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +13.6% | -0.6% | +14.2% | +13.8% |
| 30D | +2.5% | +25.3% | -22.8% | -4.4% |
| 3M | +4.4% | +10.3% | -5.9% | +1.3% |
| 6M | -5.2% | +38.0% | -43.3% | -14.4% |
| YTD | +2.1% | +17.8% | -15.6% | -3.5% |
| 1Y | +24.7% | +13.6% | +11.1% | +18.8% |
| 3Y | +211.3% | +89.2% | +122.1% | +152.3% |
| All | +211.3% | +88.9% | +122.4% | +152.3% |
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