+64.0%
GDX vs AMRZ
-17.1%
+81.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.7% | -4.7% |
| 7D | +11.5% | +0.2% | +11.2% | +11.4% |
| 30D | -3.1% | +16.2% | -19.3% | -8.5% |
| 3M | -4.4% | -8.9% | +4.5% | -1.3% |
| 6M | -8.6% | -20.1% | +11.6% | -1.4% |
| YTD | +0.8% | -21.3% | +22.1% | +10.3% |
| 1Y | +14.7% | -12.6% | +27.3% | +24.8% |
| All | +64.0% | -17.1% | +81.1% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling