+349.2%
GDX vs APH
+950.8%
-601.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +0.7% | +0.4% | +0.4% | +0.4% |
| 30D | -3.8% | -8.0% | +4.2% | -2.2% |
| 3M | -5.4% | -5.0% | -0.4% | -4.8% |
| 6M | -12.7% | +29.9% | -42.6% | -18.9% |
| YTD | -0.7% | +18.0% | -18.6% | -6.6% |
| 1Y | +11.9% | +11.3% | +0.6% | +6.5% |
| 3Y | +223.9% | +274.9% | -51.0% | +131.8% |
| 5Y | +163.2% | +300.6% | -137.4% | +83.6% |
| 10Y | +349.2% | +944.2% | -595.1% | +168.2% |
| All | +349.2% | +950.8% | -601.7% | +168.2% |
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