+47.4%
GDX vs APA
+96.0%
-48.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.6% |
| 7D | +4.0% | -1.7% | +5.6% | +3.7% |
| 30D | +9.5% | +15.7% | -6.3% | +11.6% |
| 3M | +25.1% | +16.5% | +8.6% | +28.2% |
| 6M | -2.9% | +35.1% | -38.0% | -3.5% |
| YTD | +14.7% | +82.2% | -67.5% | +9.1% |
| 1Y | +47.4% | +102.5% | -55.0% | +39.9% |
| All | +47.4% | +96.0% | -48.5% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling