+47.4%
GDX vs AMDL
+505.2%
-457.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.5% | -2.3% |
| 7D | +4.0% | +19.9% | -16.0% | +1.4% |
| 30D | +9.5% | +6.3% | +3.2% | +8.1% |
| 3M | +25.1% | -9.9% | +35.0% | +22.4% |
| 6M | -2.9% | +394.3% | -397.2% | -23.8% |
| YTD | +14.7% | +257.3% | -242.6% | -8.2% |
| 1Y | +47.4% | +508.5% | -461.1% | +16.5% |
| All | +47.4% | +505.2% | -457.8% | +16.5% |
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