+226.7%
GDX vs AMCR
-9.6%
+236.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -5.4% | -5.0% | -0.4% | -3.3% |
| 30D | +6.6% | -8.0% | +14.5% | +10.5% |
| 3M | +30.1% | +14.3% | +15.8% | +22.6% |
| 6M | -7.1% | +5.3% | -12.4% | -9.6% |
| YTD | +12.0% | +7.7% | +4.2% | +8.1% |
| 1Y | +41.2% | +10.8% | +30.4% | +34.7% |
| 3Y | +251.0% | +9.6% | +241.4% | +223.5% |
| 5Y | +226.7% | -10.2% | +236.9% | +241.0% |
| All | +226.7% | -9.6% | +236.3% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling