+24.8%
GDX vs AMDL
+108.7%
-83.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +8.8% |
| 7D | +0.8% | -30.7% | +31.5% | +5.6% |
| 30D | -3.2% | -43.8% | +40.5% | +3.8% |
| 3M | +8.6% | -24.5% | +33.1% | +10.2% |
| 6M | -1.2% | +44.7% | -45.9% | -13.3% |
| YTD | -1.4% | +204.0% | -205.4% | -25.8% |
| 1Y | +24.8% | +109.1% | -84.3% | +0.8% |
| All | +24.8% | +108.7% | -83.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling