+207.5%
GDX vs AS
+134.9%
+72.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +13.6% | +6.9% | +6.7% | +12.4% |
| 30D | +2.5% | +16.0% | -13.5% | 0.0% |
| 3M | +4.4% | -12.8% | +17.2% | +6.6% |
| 6M | -5.2% | -15.4% | +10.1% | -2.9% |
| YTD | +2.1% | -15.7% | +17.9% | +4.2% |
| 1Y | +24.7% | +6.1% | +18.6% | +24.6% |
| All | +207.5% | +134.9% | +72.7% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling