+228.9%
GDX vs APH
+350.9%
-122.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -0.4% | +5.0% | -5.3% | -2.0% |
| 30D | +18.6% | -3.9% | +22.5% | +20.0% |
| 3M | +14.9% | +13.0% | +1.9% | +9.9% |
| 6M | -6.3% | +25.2% | -31.4% | -13.6% |
| YTD | +15.7% | +22.9% | -7.2% | +5.7% |
| 1Y | +54.8% | +47.8% | +7.0% | +33.5% |
| 3Y | +253.4% | +283.0% | -29.6% | +111.4% |
| All | +228.9% | +350.9% | -122.0% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling