+180.4%
GDX vs AMDL
+145.7%
+34.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +11.9% | -15.8% | -5.1% |
| 7D | -4.6% | +103.5% | -108.1% | -11.4% |
| 30D | -6.2% | -18.3% | +12.1% | -6.2% |
| 3M | -10.0% | +20.1% | -30.1% | -14.1% |
| 6M | -15.8% | +15.9% | -31.7% | -21.2% |
| YTD | -4.6% | +303.0% | -307.6% | -21.7% |
| 1Y | +4.0% | +164.0% | -160.0% | -12.5% |
| All | +180.4% | +145.7% | +34.8% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling