+326.3%
GDX vs AMGN
+319.8%
+6.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -6.8% | +1.1% | -7.9% | -7.0% |
| 30D | -2.1% | +9.3% | -11.4% | -3.8% |
| 3M | -7.5% | +12.1% | -19.6% | -9.7% |
| 6M | -15.2% | +40.3% | -55.4% | -20.7% |
| YTD | -4.8% | +45.2% | -50.0% | -11.5% |
| 1Y | +6.7% | +42.4% | -35.7% | -0.4% |
| 3Y | +212.7% | +91.0% | +121.7% | +175.9% |
| 5Y | +151.7% | +157.4% | -5.7% | +113.2% |
| All | +326.3% | +319.8% | +6.5% | +257.2% |
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