+289.0%
GDX vs AR
+45.1%
+243.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | +4.0% | -1.8% | +5.8% | +4.1% |
| 30D | +9.5% | +12.6% | -3.1% | +8.6% |
| 3M | +25.1% | +10.0% | +15.1% | +24.2% |
| 6M | -2.9% | +0.6% | -3.6% | -3.3% |
| YTD | +14.7% | +13.4% | +1.3% | +13.2% |
| 1Y | +47.4% | +21.7% | +25.7% | +44.5% |
| 3Y | +259.7% | +45.8% | +213.9% | +245.2% |
| 5Y | +227.7% | +144.3% | +83.4% | +207.0% |
| 10Y | +289.0% | +41.8% | +247.2% | +327.3% |
| All | +289.0% | +45.1% | +243.8% | +327.3% |
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