+349.2%
GDX vs AR
+58.9%
+290.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | +0.7% | +2.1% | -1.4% | +0.6% |
| 30D | -3.8% | +4.5% | -8.3% | -4.1% |
| 3M | -5.4% | +1.0% | -6.5% | -5.7% |
| 6M | -12.7% | +4.4% | -17.1% | -13.2% |
| YTD | -0.7% | +10.9% | -11.5% | -2.0% |
| 1Y | +11.9% | +8.6% | +3.3% | +10.5% |
| 3Y | +223.9% | +48.5% | +175.4% | +210.7% |
| 5Y | +163.2% | +95.7% | +67.4% | +149.3% |
| 10Y | +349.2% | +55.5% | +293.7% | +349.7% |
| All | +349.2% | +58.9% | +290.2% | +349.7% |
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