+136.9%
GDX vs AMCR
+100.3%
+36.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -6.8% | -2.4% | -4.4% | -6.2% |
| 30D | -2.1% | +3.6% | -5.7% | -3.1% |
| 3M | -7.5% | -4.2% | -3.3% | -6.6% |
| 6M | -15.2% | +15.5% | -30.7% | -18.3% |
| YTD | -4.8% | +9.7% | -14.6% | -7.1% |
| 1Y | +6.7% | +8.3% | -1.6% | +4.4% |
| 3Y | +212.7% | +15.4% | +197.4% | +198.7% |
| 5Y | +151.7% | -9.1% | +160.8% | +152.1% |
| 10Y | +330.3% | +18.6% | +311.7% | +304.3% |
| All | +136.9% | +100.3% | +36.7% | +120.0% |
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 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