+41.2%
GDX vs AMRZ
-25.1%
+66.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | -5.4% | -8.1% | +2.7% | -2.0% |
| 30D | +6.6% | -14.8% | +21.4% | +13.8% |
| 3M | +30.1% | -19.7% | +49.8% | +41.6% |
| 6M | -7.1% | -30.8% | +23.7% | +7.1% |
| YTD | +12.0% | -24.3% | +36.3% | +25.9% |
| 1Y | +41.2% | -24.0% | +65.2% | +60.3% |
| All | +41.2% | -25.1% | +66.3% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling