+211.3%
GDX vs AR
+19.9%
+191.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +13.6% | -14.3% | +27.9% | +14.8% |
| 30D | +2.5% | +1.4% | +1.1% | +2.1% |
| 3M | +4.4% | +3.4% | +1.0% | +3.7% |
| 6M | -5.2% | -2.1% | -3.2% | -5.5% |
| YTD | +2.1% | +4.7% | -2.6% | -0.4% |
| 1Y | +24.7% | +10.6% | +14.1% | +20.3% |
| 3Y | +211.3% | +24.6% | +186.7% | +175.7% |
| All | +211.3% | +19.9% | +191.3% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling