+211.3%
GDX vs ALM
+825.4%
-614.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | 0.0% | +1.8% |
| 7D | +13.6% | -6.7% | +20.3% | +14.8% |
| 30D | +2.5% | -32.9% | +35.4% | +9.1% |
| 3M | +4.4% | -39.5% | +43.9% | +12.6% |
| 6M | -5.2% | -62.0% | +56.7% | +8.2% |
| YTD | +2.1% | -7.8% | +10.0% | +5.4% |
| 1Y | +24.7% | +26.7% | -2.0% | +24.6% |
| 3Y | +211.3% | +825.4% | -614.1% | +173.2% |
| All | +211.3% | +825.4% | -614.1% | +173.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling