+226.4%
GDX vs ALLY
+65.2%
+161.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | +0.7% | -2.8% | +3.5% | +1.3% |
| 30D | -3.8% | +1.9% | -5.6% | -4.0% |
| 3M | -5.4% | -12.1% | +6.7% | -3.3% |
| 6M | -12.7% | -9.0% | -3.7% | -11.3% |
| YTD | -0.7% | -12.9% | +12.3% | +1.4% |
| 1Y | +11.9% | -0.1% | +12.0% | +12.2% |
| All | +226.4% | +65.2% | +161.2% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling