+214.2%
GDX vs AME
+1,848.8%
-1,634.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +18.6% | -6.7% | +25.3% | +21.3% |
| 3M | +14.9% | +4.1% | +10.8% | +13.3% |
| 6M | -6.3% | +1.6% | -7.8% | -6.6% |
| YTD | +15.7% | +16.1% | -0.4% | +10.6% |
| 1Y | +54.8% | +27.3% | +27.5% | +43.6% |
| 3Y | +253.4% | +50.9% | +202.6% | +205.5% |
| 5Y | +219.7% | +81.4% | +138.3% | +157.8% |
| 10Y | +300.2% | +417.0% | -116.8% | +106.0% |
| All | +214.2% | +1,848.8% | -1,634.6% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling