+86.6%
GDX vs AMRZ
-17.3%
+103.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +0.7% |
| 7D | +4.0% | -2.0% | +6.0% | +4.7% |
| 30D | +9.5% | -9.8% | +19.3% | +13.5% |
| 3M | +25.1% | -17.2% | +42.3% | +33.3% |
| 6M | -2.9% | -26.9% | +24.0% | +7.5% |
| YTD | +14.7% | -21.5% | +36.2% | +25.8% |
| 1Y | +47.4% | -22.9% | +70.3% | +60.4% |
| All | +86.6% | -17.3% | +103.9% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling