+181.8%
GDX vs ATI
+906.2%
-724.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.3% | +1.1% |
| 7D | +13.6% | +6.2% | +7.5% | +11.9% |
| 30D | +2.5% | -7.1% | +9.6% | +4.0% |
| 3M | +4.4% | -21.3% | +25.7% | +9.9% |
| 6M | -5.2% | +6.5% | -11.7% | -7.1% |
| YTD | +2.1% | +53.2% | -51.0% | -6.5% |
| 1Y | +24.7% | +82.7% | -58.0% | +10.7% |
| 3Y | +211.3% | +314.3% | -103.0% | +125.2% |
| All | +181.8% | +906.2% | -724.5% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling