+310.1%
GDX vs ALM
+2,221.4%
-1,911.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.1% | -3.7% | +3.7% |
| 7D | +15.6% | +0.7% | +14.8% | +15.4% |
| 30D | +2.4% | -26.1% | +28.5% | +4.9% |
| 3M | +1.7% | -38.1% | +39.9% | +5.5% |
| 6M | -3.3% | -55.4% | +52.1% | +2.3% |
| YTD | +6.6% | -0.4% | +7.0% | +7.3% |
| 1Y | +27.0% | +25.4% | +1.6% | +26.0% |
| 3Y | +243.4% | +907.8% | -664.4% | +203.9% |
| 5Y | +194.2% | +440.2% | -246.0% | +162.9% |
| 10Y | +310.1% | +2,031.1% | -1,721.0% | +248.6% |
| All | +310.1% | +2,221.4% | -1,911.3% | +248.6% |
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