+169.7%
GDX vs ATI
+254.0%
-84.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.1% |
| 7D | +0.7% | +4.7% | -4.0% | -0.4% |
| 30D | -3.8% | -0.2% | -3.5% | -3.9% |
| 3M | -5.4% | -18.5% | +13.0% | -1.4% |
| 6M | -12.7% | +16.4% | -29.1% | -16.1% |
| YTD | -0.7% | +63.4% | -64.1% | -11.3% |
| 1Y | +11.9% | +91.5% | -79.6% | -3.4% |
| 3Y | +223.9% | +329.2% | -105.3% | +124.4% |
| 5Y | +163.2% | +966.7% | -803.5% | +44.4% |
| 10Y | +349.2% | +1,003.8% | -654.6% | +97.9% |
| All | +169.7% | +254.0% | -84.3% | +7.2% |
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