+376.1%
GDX vs AR
-27.2%
+403.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.4% | +2.5% | -2.9% | -0.6% |
| 30D | +18.6% | +14.8% | +3.8% | +17.2% |
| 3M | +14.9% | +6.2% | +8.7% | +14.1% |
| 6M | -6.3% | +4.3% | -10.5% | -7.1% |
| YTD | +15.7% | +14.4% | +1.4% | +13.6% |
| 1Y | +54.8% | +21.3% | +33.5% | +50.8% |
| 3Y | +253.4% | +39.8% | +213.6% | +235.8% |
| 5Y | +219.7% | +142.1% | +77.6% | +188.0% |
| 10Y | +300.2% | +52.0% | +248.2% | +326.0% |
| All | +376.1% | -27.2% | +403.3% | +433.9% |
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