+214.8%
GDX vs ALNY
+1,655.1%
-1,440.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +1.9% | -3.5% | +5.4% | +2.2% |
| 30D | +9.9% | +18.9% | -9.0% | +8.4% |
| 3M | +28.2% | -13.3% | +41.5% | +28.8% |
| 6M | -2.9% | -20.3% | +17.4% | -1.9% |
| YTD | +16.0% | -35.1% | +51.1% | +19.1% |
| 1Y | +49.9% | -46.5% | +96.4% | +56.1% |
| 3Y | +263.6% | +28.1% | +235.5% | +248.6% |
| 5Y | +233.6% | +36.1% | +197.5% | +212.6% |
| 10Y | +315.3% | +269.7% | +45.6% | +233.8% |
| All | +214.8% | +1,655.1% | -1,440.3% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling