+226.7%
GDX vs AUR
-36.2%
+262.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.8% | -3.2% |
| 7D | -5.4% | +0.2% | -5.5% | -5.4% |
| 30D | +6.6% | -8.9% | +15.5% | +7.3% |
| 3M | +30.1% | +4.6% | +25.5% | +29.3% |
| 6M | -7.1% | +44.9% | -52.0% | -10.0% |
| YTD | +12.0% | +64.8% | -52.9% | +7.6% |
| 1Y | +41.2% | +16.4% | +24.8% | +38.3% |
| 3Y | +251.0% | +85.1% | +165.9% | +217.9% |
| 5Y | +226.7% | -36.1% | +262.9% | +179.2% |
| All | +226.7% | -36.2% | +262.9% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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