+326.3%
GDX vs AMC
-98.8%
+425.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.3% |
| 7D | -6.8% | +3.5% | -10.3% | -6.8% |
| 30D | -2.1% | +12.5% | -14.6% | -2.1% |
| 3M | -7.5% | +23.6% | -31.1% | -7.4% |
| 6M | -15.2% | +144.4% | -159.5% | -14.8% |
| YTD | -4.8% | +108.3% | -113.1% | -4.4% |
| 1Y | +6.7% | +38.9% | -32.2% | +6.9% |
| 3Y | +212.7% | -58.9% | +271.6% | +212.2% |
| 5Y | +151.7% | -99.2% | +250.8% | +145.3% |
| All | +326.3% | -98.8% | +425.1% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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