+214.2%
GDX vs ATI
+297.7%
-83.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.9% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +18.6% | +2.7% | +15.9% | +17.7% |
| 3M | +14.9% | +16.3% | -1.4% | +10.8% |
| 6M | -6.3% | +30.2% | -36.4% | -11.9% |
| YTD | +15.7% | +83.6% | -67.8% | +1.0% |
| 1Y | +54.8% | +173.0% | -118.2% | +23.5% |
| 3Y | +253.4% | +356.6% | -103.2% | +141.5% |
| 5Y | +219.7% | +1,074.2% | -854.5% | +71.5% |
| 10Y | +300.2% | +1,136.2% | -836.0% | +70.6% |
| All | +214.2% | +297.7% | -83.5% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling