+185.4%
GDX vs APH
+280.5%
-95.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -2.0% | +0.9% |
| 7D | +13.6% | -5.9% | +19.6% | +15.1% |
| 30D | +2.5% | -14.8% | +17.3% | +7.2% |
| 3M | +4.4% | -12.4% | +16.8% | +7.9% |
| 6M | -5.2% | +8.1% | -13.3% | -9.0% |
| YTD | +2.1% | +10.9% | -8.8% | -4.5% |
| 1Y | +24.7% | +8.8% | +15.9% | +17.2% |
| 3Y | +211.3% | +262.1% | -50.8% | +85.4% |
| All | +185.4% | +280.5% | -95.1% | +58.4% |
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