+283.8%
GDX vs APH
+1,054.4%
-770.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -0.4% | +5.0% | -5.3% | -1.7% |
| 30D | +18.6% | -3.9% | +22.5% | +19.7% |
| 3M | +14.9% | +13.0% | +1.9% | +11.0% |
| 6M | -6.3% | +25.2% | -31.4% | -12.0% |
| YTD | +15.7% | +22.9% | -7.2% | +8.1% |
| 1Y | +54.8% | +47.8% | +7.0% | +38.7% |
| 3Y | +253.4% | +283.0% | -29.6% | +150.5% |
| 5Y | +219.7% | +349.7% | -130.0% | +117.4% |
| All | +283.8% | +1,054.4% | -770.6% | +91.5% |
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