+319.2%
GDX vs APH
+938.3%
-619.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | +11.5% | -5.0% | +16.5% | +12.5% |
| 30D | -3.1% | -8.4% | +5.2% | -1.4% |
| 3M | -4.4% | -4.5% | +0.1% | -3.9% |
| 6M | -8.6% | +25.3% | -33.8% | -14.3% |
| YTD | +0.8% | +18.9% | -18.1% | -5.4% |
| 1Y | +14.7% | +11.9% | +2.7% | +9.0% |
| 3Y | +228.8% | +278.0% | -49.2% | +134.8% |
| 5Y | +173.4% | +306.4% | -133.1% | +90.2% |
| 10Y | +319.2% | +955.2% | -635.9% | +149.3% |
| All | +319.2% | +938.3% | -619.1% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling