+185.4%
GDX vs APD
+11.0%
+174.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.6% |
| 7D | +13.6% | -3.7% | +17.3% | +14.8% |
| 30D | +2.5% | +9.6% | -7.1% | -0.2% |
| 3M | +4.4% | +1.6% | +2.7% | +3.7% |
| 6M | -5.2% | +2.2% | -7.4% | -6.0% |
| YTD | +2.1% | +25.9% | -23.7% | -5.2% |
| 1Y | +24.7% | +20.1% | +4.6% | +17.3% |
| 3Y | +211.3% | +12.4% | +198.9% | +191.9% |
| All | +185.4% | +11.0% | +174.4% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling