+263.6%
GDX vs ALM
+2,118.4%
-1,854.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | -0.4% | -2.6% | +2.2% | 0.0% |
| 30D | +18.6% | +32.0% | -13.4% | +13.7% |
| 3M | +14.9% | -15.0% | +29.9% | +16.3% |
| 6M | -6.3% | -10.1% | +3.9% | -6.5% |
| YTD | +15.7% | +99.4% | -83.7% | +6.1% |
| 1Y | +54.8% | +316.4% | -261.5% | +31.6% |
| All | +263.6% | +2,118.4% | -1,854.9% | +156.6% |
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 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