+115.9%
GDX vs AMBA
+837.3%
-721.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -0.4% | -11.0% | +10.6% | +0.5% |
| 30D | +18.6% | -23.2% | +41.8% | +21.1% |
| 3M | +14.9% | -12.7% | +27.6% | +15.2% |
| 6M | -6.3% | +11.2% | -17.5% | -8.2% |
| YTD | +15.7% | -11.2% | +27.0% | +15.1% |
| 1Y | +54.8% | -22.5% | +77.4% | +55.0% |
| 3Y | +253.4% | -1.3% | +254.8% | +240.3% |
| 5Y | +219.7% | -54.2% | +273.8% | +211.0% |
| 10Y | +300.2% | -6.1% | +306.3% | +259.2% |
| All | +115.9% | +837.3% | -721.3% | +43.0% |
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