+228.9%
GDX vs ALLE
+13.7%
+215.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +18.6% | -6.8% | +25.4% | +21.1% |
| 3M | +14.9% | +21.0% | -6.1% | +8.2% |
| 6M | -6.3% | +1.1% | -7.4% | -6.9% |
| YTD | +15.7% | -0.5% | +16.3% | +15.3% |
| 1Y | +54.8% | -7.3% | +62.1% | +57.0% |
| 3Y | +253.4% | +42.3% | +211.2% | +212.7% |
| All | +228.9% | +13.7% | +215.1% | +172.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling