+243.4%
GDX vs APA
+34.8%
+208.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +15.6% | -8.7% | +24.3% | +15.7% |
| 30D | +2.4% | -2.4% | +4.8% | +2.3% |
| 3M | +1.7% | +19.0% | -17.2% | +1.0% |
| 6M | -3.3% | +26.8% | -30.1% | -4.5% |
| YTD | +6.6% | +87.3% | -80.7% | -1.0% |
| 1Y | +27.0% | +92.3% | -65.3% | +17.4% |
| 3Y | +243.4% | +37.3% | +206.1% | +240.1% |
| All | +243.4% | +34.8% | +208.6% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling