+319.1%
GDX vs ALLY
+98.1%
+221.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.4% |
| 7D | +13.6% | +0.9% | +12.7% | +13.5% |
| 30D | +2.5% | +3.1% | -0.6% | +2.2% |
| 3M | +4.4% | -12.6% | +17.0% | +6.0% |
| 6M | -5.2% | -12.4% | +7.2% | -3.8% |
| YTD | +2.1% | -13.2% | +15.3% | +3.7% |
| 1Y | +24.7% | +1.8% | +22.9% | +24.5% |
| 3Y | +211.3% | +58.0% | +153.3% | +192.3% |
| 5Y | +186.7% | -8.4% | +195.1% | +178.0% |
| 10Y | +285.3% | +195.3% | +90.1% | +212.5% |
| All | +319.1% | +98.1% | +221.0% | +259.7% |
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 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