+188.1%
GDX vs AMCR
+100.2%
+87.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | +18.6% | -4.1% | +22.7% | +19.9% |
| 3M | +14.9% | +21.7% | -6.8% | +9.3% |
| 6M | -6.3% | +1.5% | -7.7% | -6.9% |
| YTD | +15.7% | +13.1% | +2.6% | +12.2% |
| 1Y | +54.8% | +13.0% | +41.9% | +50.0% |
| 3Y | +253.4% | +6.9% | +246.5% | +243.0% |
| 5Y | +219.7% | -10.5% | +230.1% | +221.0% |
| 10Y | +300.2% | +20.9% | +279.3% | +275.2% |
| All | +188.1% | +100.2% | +87.8% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling