+310.9%
GDX vs AME
+428.6%
-117.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +2.8% | +1.2% | +3.3% |
| 30D | +9.5% | -6.3% | +15.7% | +10.9% |
| 3M | +25.1% | +5.4% | +19.7% | +23.7% |
| 6M | -2.9% | +7.4% | -10.4% | -4.2% |
| YTD | +14.7% | +16.2% | -1.4% | +11.9% |
| 1Y | +47.4% | +26.8% | +20.6% | +41.7% |
| 3Y | +259.7% | +57.5% | +202.2% | +230.7% |
| 5Y | +227.7% | +84.8% | +142.8% | +191.6% |
| All | +310.9% | +428.6% | -117.7% | +251.6% |
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