+260.9%
GDX vs APH
+282.8%
-21.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -0.4% | +5.0% | -5.3% | -1.9% |
| 30D | +18.6% | -3.9% | +22.5% | +19.9% |
| 3M | +14.9% | +13.0% | +1.9% | +10.3% |
| 6M | -6.3% | +25.2% | -31.4% | -13.0% |
| YTD | +15.7% | +22.9% | -7.2% | +6.3% |
| 1Y | +54.8% | +47.8% | +7.0% | +35.9% |
| All | +260.9% | +282.8% | -21.9% | +129.9% |
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