+55.2%
GDX vs AMRZ
-19.3%
+74.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -3.2% |
| 7D | -4.6% | -4.0% | -0.5% | -3.0% |
| 30D | -6.2% | +12.4% | -18.6% | -10.2% |
| 3M | -10.0% | -11.5% | +1.5% | -6.0% |
| 6M | -15.8% | -21.6% | +5.9% | -8.4% |
| YTD | -4.6% | -23.4% | +18.8% | +5.5% |
| 1Y | +4.0% | -17.2% | +21.2% | +14.5% |
| All | +55.2% | -19.3% | +74.5% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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