+319.2%
GDX vs ATI
+1,024.4%
-705.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -5.3% |
| 7D | +11.5% | +1.3% | +10.1% | +11.2% |
| 30D | -3.1% | -4.8% | +1.6% | -2.6% |
| 3M | -4.4% | -19.9% | +15.5% | -2.0% |
| 6M | -8.6% | +15.4% | -23.9% | -10.3% |
| YTD | +0.8% | +59.2% | -58.4% | -4.3% |
| 1Y | +14.7% | +86.3% | -71.6% | +7.1% |
| 3Y | +228.8% | +318.2% | -89.5% | +178.5% |
| 5Y | +173.4% | +958.6% | -785.3% | +113.1% |
| 10Y | +319.2% | +996.8% | -677.5% | +220.5% |
| All | +319.2% | +1,024.4% | -705.2% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling