+228.8%
GDX vs AMC
-58.9%
+287.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.5% |
| 7D | +11.5% | +5.5% | +6.0% | +11.2% |
| 30D | -3.1% | +16.1% | -19.2% | -3.6% |
| 3M | -4.4% | +43.0% | -47.4% | -5.5% |
| 6M | -8.6% | +130.7% | -139.2% | -11.0% |
| YTD | +0.8% | +121.8% | -121.0% | -2.0% |
| 1Y | +14.7% | +40.7% | -26.0% | +12.1% |
| 3Y | +228.8% | -56.8% | +285.6% | +231.2% |
| All | +228.8% | -58.9% | +287.7% | +231.2% |
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