+319.2%
GDX vs AME
+438.4%
-119.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.5% | -5.4% |
| 7D | +11.5% | -4.1% | +15.6% | +12.3% |
| 30D | -3.1% | -4.1% | +1.0% | -2.4% |
| 3M | -4.4% | -5.6% | +1.2% | -3.4% |
| 6M | -8.6% | +2.8% | -11.4% | -9.2% |
| YTD | +0.8% | +16.6% | -15.8% | -1.8% |
| 1Y | +14.7% | +21.1% | -6.4% | +11.0% |
| 3Y | +228.8% | +61.1% | +167.7% | +201.5% |
| 5Y | +173.4% | +76.6% | +96.8% | +144.7% |
| 10Y | +319.2% | +431.3% | -112.1% | +291.3% |
| All | +319.2% | +438.4% | -119.2% | +291.3% |
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