+327.3%
GDX vs AR
+57.2%
+270.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.0% |
| 7D | -4.6% | +6.4% | -11.0% | -4.9% |
| 30D | -6.2% | +3.1% | -9.3% | -6.5% |
| 3M | -10.0% | +3.3% | -13.3% | -10.4% |
| 6M | -15.8% | +6.6% | -22.3% | -16.3% |
| YTD | -4.6% | +12.3% | -16.9% | -5.9% |
| 1Y | +4.0% | +12.3% | -8.3% | +2.5% |
| 3Y | +211.1% | +50.4% | +160.6% | +198.2% |
| 5Y | +152.3% | +101.0% | +51.3% | +138.6% |
| All | +327.3% | +57.2% | +270.1% | +327.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling