+301.2%
GDX vs APD
+185.9%
+115.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | +13.6% | -3.7% | +17.3% | +14.6% |
| 30D | +2.5% | +9.6% | -7.1% | +0.3% |
| 3M | +4.4% | +1.6% | +2.7% | +3.9% |
| 6M | -5.2% | +2.2% | -7.4% | -5.8% |
| YTD | +2.1% | +25.9% | -23.7% | -3.7% |
| 1Y | +24.7% | +20.1% | +4.6% | +18.8% |
| 3Y | +211.3% | +12.4% | +198.9% | +196.3% |
| 5Y | +186.7% | +11.1% | +175.6% | +170.5% |
| All | +301.2% | +185.9% | +115.3% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling