+150.7%
GDX vs APD
+16.4%
+134.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.8% | +3.8% | -10.6% | -7.8% |
| 30D | -2.1% | +8.2% | -10.3% | -4.3% |
| 3M | -7.5% | +4.3% | -11.8% | -8.7% |
| 6M | -15.2% | +4.7% | -19.9% | -16.4% |
| YTD | -4.8% | +31.5% | -36.4% | -12.7% |
| 1Y | +6.7% | +23.5% | -16.8% | -0.4% |
| 3Y | +212.7% | +29.1% | +183.6% | +180.0% |
| All | +150.7% | +16.4% | +134.3% | +126.9% |
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