+320.2%
GDX vs AR
-33.4%
+353.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +13.6% | -14.3% | +27.9% | +15.0% |
| 30D | +2.5% | +1.4% | +1.1% | +2.2% |
| 3M | +4.4% | +3.4% | +1.0% | +3.8% |
| 6M | -5.2% | -2.1% | -3.2% | -5.5% |
| YTD | +2.1% | +4.7% | -2.6% | +0.8% |
| 1Y | +24.7% | +10.6% | +14.1% | +22.4% |
| 3Y | +211.3% | +24.6% | +186.7% | +198.3% |
| 5Y | +186.7% | +71.9% | +114.8% | +164.8% |
| 10Y | +285.3% | +46.4% | +238.9% | +307.6% |
| All | +320.2% | -33.4% | +353.5% | +373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling