+158.4%
GDX vs AU
+139.2%
+19.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.8% |
| 7D | -6.8% | -7.2% | +0.4% | -2.0% |
| 30D | -2.1% | -2.9% | +0.8% | -0.1% |
| 3M | -7.5% | -8.7% | +1.2% | -1.7% |
| 6M | -15.2% | -14.1% | -1.0% | -6.2% |
| YTD | -4.8% | +4.8% | -9.6% | -8.3% |
| 1Y | +6.7% | +11.9% | -5.2% | -1.7% |
| 3Y | +212.7% | +513.8% | -301.1% | -12.8% |
| 5Y | +151.7% | +379.3% | -227.6% | -22.6% |
| 10Y | +330.3% | +837.1% | -506.7% | -29.7% |
| All | +158.4% | +139.2% | +19.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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