+258.1%
GDX vs AMGN
+65.8%
+192.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.9% | -11.6% | +13.5% | +5.2% |
| 30D | +9.9% | -5.7% | +15.6% | +11.5% |
| 3M | +28.2% | +14.2% | +14.0% | +23.7% |
| 6M | -2.9% | +5.2% | -8.1% | -4.5% |
| YTD | +16.0% | +22.0% | -6.0% | +10.5% |
| 1Y | +49.9% | +43.6% | +6.2% | +37.7% |
| All | +258.1% | +65.8% | +192.3% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling