+152.3%
GDX vs ALLY
-10.9%
+163.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.8% |
| 7D | -4.6% | -2.1% | -2.4% | -4.2% |
| 30D | -6.2% | +2.0% | -8.2% | -6.4% |
| 3M | -10.0% | -13.3% | +3.3% | -7.9% |
| 6M | -15.8% | -9.9% | -5.9% | -14.3% |
| YTD | -4.6% | -13.5% | +9.0% | -2.5% |
| 1Y | +4.0% | -2.8% | +6.8% | +4.5% |
| 3Y | +211.1% | +63.4% | +147.7% | +182.1% |
| 5Y | +152.3% | -10.9% | +163.1% | +127.0% |
| All | +152.3% | -10.9% | +163.2% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling