+349.2%
GDX vs ALLY
+182.4%
+166.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | +0.7% | -2.8% | +3.5% | +1.1% |
| 30D | -3.8% | +1.9% | -5.6% | -3.9% |
| 3M | -5.4% | -12.1% | +6.7% | -3.9% |
| 6M | -12.7% | -9.0% | -3.7% | -11.7% |
| YTD | -0.7% | -12.9% | +12.3% | +0.9% |
| 1Y | +11.9% | -0.1% | +12.0% | +11.9% |
| 3Y | +223.9% | +64.6% | +159.3% | +202.1% |
| 5Y | +163.2% | -10.1% | +173.3% | +154.9% |
| 10Y | +349.2% | +176.7% | +172.5% | +291.9% |
| All | +349.2% | +182.4% | +166.8% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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