+327.3%
GDX vs ALM
+1,942.8%
-1,615.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -3.4% |
| 7D | -4.6% | -4.0% | -0.5% | -4.2% |
| 30D | -6.2% | -30.5% | +24.3% | -3.4% |
| 3M | -10.0% | -46.9% | +36.9% | -5.5% |
| 6M | -15.8% | -65.5% | +49.8% | -9.2% |
| YTD | -4.6% | -13.4% | +8.8% | -2.8% |
| 1Y | +4.0% | +9.8% | -5.8% | +4.4% |
| 3Y | +211.1% | +783.1% | -572.0% | +179.9% |
| 5Y | +152.3% | +378.3% | -226.0% | +129.0% |
| All | +327.3% | +1,942.8% | -1,615.5% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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