+310.1%
GDX vs ALLY
+201.0%
+109.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.3% |
| 7D | +15.6% | -0.2% | +15.8% | +15.6% |
| 30D | +2.4% | +3.4% | -1.0% | +2.1% |
| 3M | +1.7% | -11.1% | +12.8% | +3.2% |
| 6M | -3.3% | -11.5% | +8.2% | -1.9% |
| YTD | +6.6% | -12.3% | +19.0% | +8.1% |
| 1Y | +27.0% | +1.1% | +25.9% | +26.8% |
| 3Y | +243.4% | +64.8% | +178.6% | +220.9% |
| 5Y | +194.2% | -6.9% | +201.1% | +184.1% |
| 10Y | +310.1% | +194.9% | +115.2% | +316.4% |
| All | +310.1% | +201.0% | +109.1% | +316.4% |
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