+211.3%
GDX vs AME
+62.2%
+149.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.3% |
| 7D | +13.6% | -5.2% | +18.8% | +15.2% |
| 30D | +2.5% | -8.0% | +10.5% | +5.3% |
| 3M | +4.4% | -8.9% | +13.3% | +7.5% |
| 6M | -5.2% | -5.0% | -0.3% | -4.1% |
| YTD | +2.1% | +11.9% | -9.8% | +0.1% |
| 1Y | +24.7% | +16.6% | +8.1% | +21.5% |
| 3Y | +211.3% | +62.5% | +148.8% | +193.9% |
| All | +211.3% | +62.2% | +149.1% | +193.9% |
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 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