+214.2%
GDX vs APH
+5,525.6%
-5,311.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -0.4% | +5.0% | -5.3% | -2.1% |
| 30D | +18.6% | -3.9% | +22.5% | +20.0% |
| 3M | +14.9% | +13.0% | +1.9% | +9.8% |
| 6M | -6.3% | +25.2% | -31.4% | -13.8% |
| YTD | +15.7% | +22.9% | -7.2% | +5.8% |
| 1Y | +54.8% | +47.8% | +7.0% | +33.1% |
| 3Y | +253.4% | +283.0% | -29.6% | +114.8% |
| 5Y | +219.7% | +349.7% | -130.0% | +81.8% |
| 10Y | +300.2% | +1,061.2% | -761.0% | +53.7% |
| All | +214.2% | +5,525.6% | -5,311.4% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling