+374.9%
GDX vs ALLY
+124.8%
+250.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +3.7% | -4.1% | -0.8% |
| 30D | +18.6% | -2.3% | +20.9% | +18.9% |
| 3M | +14.9% | +3.8% | +11.1% | +14.4% |
| 6M | -6.3% | +9.7% | -16.0% | -7.3% |
| YTD | +15.7% | -1.4% | +17.1% | +15.7% |
| 1Y | +54.8% | +8.2% | +46.6% | +53.0% |
| 3Y | +253.4% | +66.5% | +187.0% | +229.3% |
| 5Y | +219.7% | +1.2% | +218.5% | +205.8% |
| 10Y | +300.2% | +191.4% | +108.8% | +224.5% |
| All | +374.9% | +124.8% | +250.0% | +301.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling