+147.3%
GDX vs AMCR
+103.0%
+44.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | +0.7% | -8.5% | +9.2% | +3.0% |
| 30D | -3.8% | +6.8% | -10.5% | -5.5% |
| 3M | -5.4% | -5.0% | -0.4% | -4.3% |
| 6M | -12.7% | +13.9% | -26.6% | -15.7% |
| YTD | -0.7% | +11.2% | -11.9% | -3.4% |
| 1Y | +11.9% | +11.3% | +0.6% | +8.7% |
| 3Y | +223.9% | +15.4% | +208.5% | +209.2% |
| 5Y | +163.2% | -7.7% | +170.9% | +162.7% |
| 10Y | +349.2% | +20.2% | +328.9% | +320.5% |
| All | +147.3% | +103.0% | +44.3% | +128.8% |
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