+240.1%
GDX vs AMDL
+95.0%
+145.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -3.1% |
| 7D | -0.4% | +4.5% | -4.9% | -0.9% |
| 30D | +18.6% | -4.4% | +23.0% | +18.7% |
| 3M | +14.9% | -30.5% | +45.4% | +16.0% |
| 6M | -6.3% | +300.9% | -307.1% | -19.8% |
| YTD | +15.7% | +219.9% | -204.2% | -0.4% |
| 1Y | +54.8% | +374.7% | -319.9% | +28.4% |
| All | +240.1% | +95.0% | +145.1% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling