+349.2%
GDX vs AME
+437.3%
-88.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | -3.8% | -4.1% | +0.3% | -3.0% |
| 3M | -5.4% | -6.3% | +0.9% | -4.3% |
| 6M | -12.7% | +3.5% | -16.2% | -13.4% |
| YTD | -0.7% | +17.3% | -17.9% | -3.3% |
| 1Y | +11.9% | +22.0% | -10.1% | +8.2% |
| 3Y | +223.9% | +62.0% | +161.9% | +197.0% |
| 5Y | +163.2% | +78.5% | +84.7% | +135.5% |
| 10Y | +349.2% | +441.6% | -92.5% | +344.1% |
| All | +349.2% | +437.3% | -88.2% | +344.1% |
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