+291.6%
GDX vs AMGN
+210.3%
+81.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -3.0% |
| 7D | -5.4% | -13.9% | +8.5% | -2.8% |
| 30D | +6.6% | -7.1% | +13.7% | +8.0% |
| 3M | +30.1% | +13.9% | +16.2% | +27.0% |
| 6M | -7.1% | +3.2% | -10.3% | -7.8% |
| YTD | +12.0% | +19.2% | -7.3% | +8.5% |
| 1Y | +41.2% | +41.1% | +0.1% | +33.0% |
| 3Y | +251.0% | +61.3% | +189.7% | +222.1% |
| 5Y | +226.7% | +109.1% | +117.7% | +190.4% |
| All | +291.6% | +210.3% | +81.3% | +266.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling