+374.5%
GDX vs AMC
-97.7%
+472.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.2% |
| 7D | +13.6% | +2.6% | +11.0% | +13.6% |
| 30D | +2.5% | +9.0% | -6.5% | +2.5% |
| 3M | +4.4% | +22.2% | -17.8% | +4.5% |
| 6M | -5.2% | +91.5% | -96.7% | -5.0% |
| YTD | +2.1% | +101.3% | -99.1% | +2.5% |
| 1Y | +24.7% | +20.8% | +3.9% | +24.8% |
| 3Y | +211.3% | -71.3% | +282.6% | +210.1% |
| 5Y | +186.7% | -99.2% | +285.9% | +180.1% |
| 10Y | +285.3% | -98.7% | +384.0% | +323.7% |
| All | +374.5% | -97.7% | +472.3% | +434.5% |
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