+289.0%
GDX vs APD
+161.1%
+127.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +4.0% | -2.5% | +6.4% | +4.5% |
| 30D | +9.5% | -1.9% | +11.4% | +9.9% |
| 3M | +25.1% | +8.2% | +16.9% | +22.7% |
| 6M | -2.9% | +10.7% | -13.7% | -5.4% |
| YTD | +14.7% | +22.9% | -8.2% | +8.8% |
| 1Y | +47.4% | +5.8% | +41.6% | +44.5% |
| 3Y | +259.7% | +7.8% | +251.9% | +245.6% |
| 5Y | +227.7% | +26.1% | +201.5% | +202.7% |
| 10Y | +289.0% | +163.7% | +125.2% | +264.5% |
| All | +289.0% | +161.1% | +127.8% | +264.5% |
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