+177.3%
GDX vs ATI
+231.8%
-54.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.3% | +1.2% |
| 7D | +13.6% | +6.2% | +7.5% | +12.0% |
| 30D | +2.5% | -7.1% | +9.6% | +4.0% |
| 3M | +4.4% | -21.3% | +25.7% | +9.7% |
| 6M | -5.2% | +6.5% | -11.7% | -7.1% |
| YTD | +2.1% | +53.2% | -51.0% | -7.5% |
| 1Y | +24.7% | +82.7% | -58.0% | +8.8% |
| 3Y | +211.3% | +314.3% | -103.0% | +117.3% |
| 5Y | +186.7% | +890.9% | -704.2% | +59.9% |
| 10Y | +285.3% | +1,142.3% | -857.0% | +62.5% |
| All | +177.3% | +231.8% | -54.6% | +11.8% |
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