+90.6%
GDX vs AMBA
+772.6%
-682.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -4.0% | +1.6% |
| 7D | +13.6% | -7.2% | +20.9% | +14.3% |
| 30D | +2.5% | -10.4% | +12.9% | +3.4% |
| 3M | +4.4% | -30.1% | +34.5% | +7.3% |
| 6M | -5.2% | -22.4% | +17.2% | -4.5% |
| YTD | +2.1% | -17.3% | +19.5% | +2.0% |
| 1Y | +24.7% | -35.4% | +60.1% | +26.7% |
| 3Y | +211.3% | +18.6% | +192.7% | +196.0% |
| 5Y | +186.7% | -69.8% | +256.5% | +186.9% |
| 10Y | +285.3% | +1.1% | +284.2% | +242.9% |
| All | +90.6% | +772.6% | -682.0% | +26.8% |
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