+212.7%
GDX vs APA
+45.9%
+166.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.3% |
| 7D | -6.8% | +8.5% | -15.3% | -6.9% |
| 30D | -2.1% | +2.8% | -4.9% | -2.3% |
| 3M | -7.5% | +21.7% | -29.2% | -8.1% |
| 6M | -15.2% | +32.6% | -47.8% | -16.1% |
| YTD | -4.8% | +103.7% | -108.5% | -11.7% |
| 1Y | +6.7% | +101.8% | -95.1% | -1.0% |
| 3Y | +212.7% | +48.1% | +164.7% | +211.7% |
| All | +212.7% | +45.9% | +166.8% | +211.7% |
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