+228.9%
GDX vs APD
+27.6%
+201.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | +18.6% | +2.1% | +16.5% | +17.9% |
| 3M | +14.9% | +7.2% | +7.7% | +12.5% |
| 6M | -6.3% | +11.2% | -17.5% | -9.3% |
| YTD | +15.7% | +24.4% | -8.7% | +7.8% |
| 1Y | +54.8% | +6.7% | +48.2% | +51.1% |
| 3Y | +253.4% | +9.2% | +244.2% | +234.8% |
| All | +228.9% | +27.6% | +201.3% | +176.9% |
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