+86.5%
GDX vs AMBA
+722.2%
-635.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.4% | +10.8% | +2.2% |
| 7D | +5.4% | -14.6% | +20.0% | +6.8% |
| 30D | -2.8% | -18.8% | +16.0% | -1.2% |
| 3M | +2.5% | -32.6% | +35.1% | +5.7% |
| 6M | -0.1% | -25.8% | +25.7% | +1.1% |
| YTD | 0.0% | -22.1% | +22.1% | +0.4% |
| 1Y | +22.2% | -36.2% | +58.4% | +24.3% |
| 3Y | +201.4% | +10.0% | +191.4% | +188.4% |
| 5Y | +180.6% | -71.6% | +252.2% | +182.2% |
| 10Y | +277.2% | -4.7% | +281.9% | +237.4% |
| All | +86.5% | +722.2% | -635.7% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling