+189.5%
GDX vs APA
+0.6%
+188.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +15.6% | -8.7% | +24.3% | +17.4% |
| 30D | +2.4% | -2.4% | +4.8% | +2.5% |
| 3M | +1.7% | +19.0% | -17.2% | -2.4% |
| 6M | -3.3% | +26.8% | -30.1% | -9.1% |
| YTD | +6.6% | +87.3% | -80.7% | -9.0% |
| 1Y | +27.0% | +92.3% | -65.3% | +7.6% |
| 3Y | +243.4% | +37.3% | +206.1% | +200.5% |
| 5Y | +194.2% | +73.2% | +121.0% | +133.7% |
| 10Y | +310.1% | -0.9% | +311.0% | +203.9% |
| All | +189.5% | +0.6% | +188.8% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling