+47.4%
GDX vs ALM
+347.8%
-300.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -3.1% |
| 7D | +4.0% | +8.4% | -4.5% | +1.7% |
| 30D | +9.5% | +34.8% | -25.4% | +1.0% |
| 3M | +25.1% | +16.2% | +8.9% | +18.5% |
| 6M | -2.9% | +2.1% | -5.1% | -6.6% |
| YTD | +14.7% | +117.0% | -102.3% | -2.2% |
| 1Y | +47.4% | +313.9% | -266.4% | +11.6% |
| All | +47.4% | +347.8% | -300.4% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling