+248.4%
GDX vs AS
+120.4%
+128.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.8% |
| 7D | -0.4% | -4.9% | +4.5% | +0.4% |
| 30D | +18.6% | -19.6% | +38.2% | +22.9% |
| 3M | +14.9% | -14.4% | +29.3% | +17.7% |
| 6M | -6.3% | -20.1% | +13.9% | -3.3% |
| YTD | +15.7% | -20.9% | +36.7% | +19.5% |
| 1Y | +54.8% | -21.9% | +76.7% | +59.6% |
| All | +248.4% | +120.4% | +128.1% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling