+259.7%
GDX vs AME
+55.3%
+204.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +2.8% | +1.2% | +3.0% |
| 30D | +9.5% | -6.3% | +15.7% | +11.9% |
| 3M | +25.1% | +5.4% | +19.7% | +22.7% |
| 6M | -2.9% | +7.4% | -10.4% | -5.1% |
| YTD | +14.7% | +16.2% | -1.4% | +11.4% |
| 1Y | +47.4% | +26.8% | +20.6% | +41.1% |
| 3Y | +259.7% | +57.5% | +202.2% | +238.5% |
| All | +259.7% | +55.3% | +204.4% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling