+327.3%
GDX vs AMBA
+0.6%
+326.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.8% |
| 7D | -4.6% | +10.7% | -15.2% | -5.4% |
| 30D | -6.2% | -5.0% | -1.2% | -5.8% |
| 3M | -10.0% | -26.9% | +16.9% | -7.9% |
| 6M | -15.8% | -21.9% | +6.2% | -15.2% |
| YTD | -4.6% | -13.8% | +9.2% | -5.0% |
| 1Y | +4.0% | -36.1% | +40.1% | +5.6% |
| 3Y | +211.1% | +21.6% | +189.5% | +196.5% |
| 5Y | +152.3% | -68.8% | +221.0% | +146.6% |
| All | +327.3% | +0.6% | +326.7% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling