+326.3%
GDX vs AME
+444.5%
-118.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -6.8% | +5.9% | -12.7% | -7.9% |
| 30D | -2.1% | -1.9% | -0.2% | -1.8% |
| 3M | -7.5% | -5.4% | -2.1% | -6.6% |
| 6M | -15.2% | +4.9% | -20.1% | -16.1% |
| YTD | -4.8% | +18.5% | -23.3% | -7.6% |
| 1Y | +6.7% | +25.5% | -18.7% | +2.7% |
| 3Y | +212.7% | +63.0% | +149.7% | +186.3% |
| 5Y | +151.7% | +78.3% | +73.3% | +125.0% |
| All | +326.3% | +444.5% | -118.2% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling