+249.6%
GDX vs ALNY
+23.4%
+226.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -2.2% | -6.5% | +4.4% | -1.6% |
| 30D | +6.8% | +11.0% | -4.3% | +5.8% |
| 3M | +24.9% | -14.1% | +39.0% | +25.3% |
| 6M | -4.2% | -22.4% | +18.2% | -2.9% |
| YTD | +13.2% | -37.5% | +50.7% | +16.9% |
| 1Y | +40.2% | -46.9% | +87.1% | +46.8% |
| 3Y | +249.6% | +22.1% | +227.5% | +230.2% |
| All | +249.6% | +23.4% | +226.2% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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