+364.5%
GDX vs AMC
-97.8%
+462.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -12.5% | +13.9% | +1.3% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -2.8% | +4.4% | -7.2% | -2.8% |
| 3M | +2.5% | +15.4% | -12.9% | +2.5% |
| 6M | -0.1% | +93.7% | -93.8% | +0.2% |
| YTD | 0.0% | +97.4% | -97.5% | +0.3% |
| 1Y | +22.2% | +23.2% | -1.0% | +22.3% |
| 3Y | +201.4% | -71.3% | +272.7% | +200.3% |
| 5Y | +180.6% | -99.3% | +279.9% | +174.2% |
| 10Y | +277.2% | -98.7% | +375.9% | +314.7% |
| All | +364.5% | -97.8% | +462.3% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling