+212.7%
GDX vs APH
+269.8%
-57.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -6.8% | +4.9% | -11.7% | -8.1% |
| 30D | -2.1% | -5.4% | +3.3% | -1.1% |
| 3M | -7.5% | -5.5% | -2.1% | -6.7% |
| 6M | -15.2% | +25.9% | -41.1% | -21.6% |
| YTD | -4.8% | +16.4% | -21.2% | -11.9% |
| 1Y | +6.7% | +16.5% | -9.8% | -1.4% |
| 3Y | +212.7% | +270.9% | -58.1% | +68.7% |
| All | +212.7% | +269.8% | -57.1% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling