+258.1%
GDX vs AMCR
+8.5%
+249.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.2% |
| 7D | +1.9% | -6.3% | +8.2% | +4.6% |
| 30D | +9.9% | -7.1% | +17.1% | +13.2% |
| 3M | +28.2% | +12.7% | +15.5% | +22.1% |
| 6M | -2.9% | +5.2% | -8.0% | -5.6% |
| YTD | +16.0% | +8.1% | +7.9% | +12.4% |
| 1Y | +49.9% | +11.7% | +38.1% | +43.8% |
| All | +258.1% | +8.5% | +249.6% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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