+212.7%
GDX vs AMBA
+21.7%
+191.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -6.8% | +2.7% | -9.5% | -7.1% |
| 30D | -2.1% | -2.2% | +0.1% | -1.9% |
| 3M | -7.5% | -26.6% | +19.1% | -4.2% |
| 6M | -15.2% | -26.8% | +11.6% | -13.7% |
| YTD | -4.8% | -15.1% | +10.3% | -5.8% |
| 1Y | +6.7% | -32.3% | +39.0% | +8.0% |
| 3Y | +212.7% | +19.8% | +192.9% | +192.7% |
| All | +212.7% | +21.7% | +191.0% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling