+88.3%
GDX vs AMRZ
-13.6%
+101.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.4% | -1.9% | +1.5% | +0.3% |
| 30D | +18.6% | -16.9% | +35.6% | +26.5% |
| 3M | +14.9% | -19.2% | +34.1% | +23.7% |
| 6M | -6.3% | -29.3% | +23.0% | +4.1% |
| YTD | +15.7% | -18.0% | +33.7% | +24.9% |
| 1Y | +54.8% | -15.1% | +69.9% | +65.8% |
| All | +88.3% | -13.6% | +101.9% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling