+163.2%
GDX vs APH
+302.4%
-139.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +0.7% | +0.4% | +0.4% | +0.4% |
| 30D | -3.8% | -8.0% | +4.2% | -1.8% |
| 3M | -5.4% | -5.0% | -0.4% | -4.7% |
| 6M | -12.7% | +29.9% | -42.6% | -20.8% |
| YTD | -0.7% | +18.0% | -18.6% | -8.9% |
| 1Y | +11.9% | +11.3% | +0.6% | +4.4% |
| 3Y | +223.9% | +274.9% | -51.0% | +91.4% |
| 5Y | +163.2% | +300.6% | -137.4% | +43.8% |
| All | +163.2% | +302.4% | -139.3% | +43.8% |
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