+315.3%
GDX vs APA
-1.1%
+316.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.9% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +9.9% | +9.3% | +0.6% | +9.3% |
| 3M | +28.2% | +23.3% | +4.9% | +26.2% |
| 6M | -2.9% | +39.5% | -42.4% | -5.9% |
| YTD | +16.0% | +87.6% | -71.6% | +9.7% |
| 1Y | +49.9% | +114.2% | -64.4% | +40.1% |
| 3Y | +263.6% | +13.6% | +250.0% | +251.5% |
| 5Y | +233.6% | +175.6% | +58.0% | +206.2% |
| 10Y | +315.3% | -2.6% | +318.0% | +291.1% |
| All | +315.3% | -1.1% | +316.5% | +291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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