+230.5%
GDX vs APA
+151.7%
+78.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.9% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +18.6% | +23.4% | -4.8% | +16.0% |
| 3M | +14.9% | +12.7% | +2.2% | +13.1% |
| 6M | -6.3% | +39.4% | -45.7% | -11.6% |
| YTD | +15.7% | +79.0% | -63.2% | +4.8% |
| 1Y | +54.8% | +88.8% | -34.0% | +38.4% |
| 3Y | +253.4% | +6.4% | +247.1% | +241.7% |
| All | +230.5% | +151.7% | +78.8% | +189.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling