+211.3%
GDX vs AMC
-71.5%
+282.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.1% |
| 7D | +13.6% | +2.6% | +11.0% | +13.5% |
| 30D | +2.5% | +9.0% | -6.5% | +2.2% |
| 3M | +4.4% | +22.2% | -17.8% | +3.6% |
| 6M | -5.2% | +91.5% | -96.7% | -7.4% |
| YTD | +2.1% | +101.3% | -99.1% | -0.5% |
| 1Y | +24.7% | +20.8% | +3.9% | +22.3% |
| 3Y | +211.3% | -71.3% | +282.6% | +222.4% |
| All | +211.3% | -71.5% | +282.7% | +222.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling