+24.8%
GDX vs AMGN
+64.6%
-39.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.7% | +5.3% | +7.6% |
| 7D | +0.8% | +5.9% | -5.1% | -1.3% |
| 30D | -3.2% | +18.7% | -22.0% | -9.1% |
| 3M | +8.6% | +23.4% | -14.8% | +0.1% |
| 6M | -1.2% | +49.7% | -51.0% | -15.7% |
| YTD | -1.4% | +49.2% | -50.6% | -13.4% |
| 1Y | +24.8% | +65.7% | -41.0% | +6.4% |
| All | +24.8% | +64.6% | -39.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling