+227.7%
GDX vs ATI
+1,101.9%
-874.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | +4.0% | +3.2% | +0.8% | +3.2% |
| 30D | +9.5% | -9.0% | +18.5% | +11.7% |
| 3M | +25.1% | +15.1% | +10.0% | +20.8% |
| 6M | -2.9% | +38.1% | -41.1% | -9.8% |
| YTD | +14.7% | +80.7% | -65.9% | +1.7% |
| 1Y | +47.4% | +167.5% | -120.1% | +22.0% |
| 3Y | +259.7% | +366.0% | -106.3% | +157.1% |
| 5Y | +227.7% | +1,088.8% | -861.1% | +101.1% |
| All | +227.7% | +1,101.9% | -874.2% | +101.1% |
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