+182.2%
GDX vs AUR
-34.9%
+217.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.5% | -1.1% |
| 7D | +4.0% | +19.2% | -15.3% | +2.5% |
| 30D | +9.5% | -7.8% | +17.3% | +10.1% |
| 3M | +25.1% | +4.0% | +21.1% | +24.4% |
| 6M | -2.9% | +45.0% | -47.9% | -6.0% |
| YTD | +14.7% | +69.5% | -54.8% | +10.0% |
| 1Y | +47.4% | +13.0% | +34.4% | +44.5% |
| 3Y | +259.7% | +90.4% | +169.3% | +225.1% |
| 5Y | +227.7% | -34.2% | +261.8% | +178.2% |
| All | +182.2% | -34.9% | +217.1% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling