+171.4%
GDX vs APH
+4,776.1%
-4,604.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.3% | +10.7% | +4.4% |
| 7D | +5.4% | -12.7% | +18.2% | +9.6% |
| 30D | -2.8% | -19.2% | +16.4% | +3.6% |
| 3M | +2.5% | -16.7% | +19.2% | +7.8% |
| 6M | -0.1% | +5.1% | -5.2% | -3.3% |
| YTD | 0.0% | +6.6% | -6.6% | -4.9% |
| 1Y | +22.2% | +3.9% | +18.3% | +17.2% |
| 3Y | +201.4% | +246.0% | -44.6% | +88.2% |
| 5Y | +180.6% | +268.0% | -87.4% | +69.5% |
| 10Y | +277.2% | +868.2% | -591.0% | +53.0% |
| All | +171.4% | +4,776.1% | -4,604.6% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling