+185.4%
GDX vs AME
+66.2%
+119.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.4% | +1.2% |
| 7D | +13.6% | -5.2% | +18.8% | +15.4% |
| 30D | +2.5% | -8.0% | +10.5% | +5.5% |
| 3M | +4.4% | -8.9% | +13.3% | +7.8% |
| 6M | -5.2% | -5.0% | -0.3% | -3.8% |
| YTD | +2.1% | +11.9% | -9.8% | -1.2% |
| 1Y | +24.7% | +16.6% | +8.1% | +19.2% |
| 3Y | +211.3% | +62.5% | +148.8% | +158.8% |
| All | +185.4% | +66.2% | +119.1% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling