+327.3%
GDX vs APD
+191.6%
+135.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -4.6% | +2.2% | -6.7% | -5.0% |
| 30D | -6.2% | +9.4% | -15.6% | -8.1% |
| 3M | -10.0% | +4.7% | -14.7% | -11.0% |
| 6M | -15.8% | +5.5% | -21.2% | -16.9% |
| YTD | -4.6% | +31.4% | -36.0% | -10.9% |
| 1Y | +4.0% | +24.1% | -20.1% | -1.6% |
| 3Y | +211.1% | +28.8% | +182.3% | +187.4% |
| 5Y | +152.3% | +15.8% | +136.5% | +135.8% |
| All | +327.3% | +191.6% | +135.7% | +284.4% |
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