+163.2%
GDX vs AMC
-99.1%
+262.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +0.7% | -2.8% | +3.6% | +0.8% |
| 30D | -3.8% | +14.0% | -17.8% | -4.1% |
| 3M | -5.4% | +42.5% | -47.9% | -6.4% |
| 6M | -12.7% | +142.6% | -155.2% | -15.0% |
| YTD | -0.7% | +119.2% | -119.9% | -3.2% |
| 1Y | +11.9% | +40.7% | -28.9% | +9.9% |
| 3Y | +223.9% | -57.3% | +281.2% | +222.7% |
| 5Y | +163.2% | -99.1% | +262.3% | +190.1% |
| All | +163.2% | -99.1% | +262.3% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling