+327.3%
GDX vs AXP
+414.5%
-87.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.8% |
| 7D | -4.6% | -2.1% | -2.4% | -4.3% |
| 30D | -6.2% | +2.7% | -8.8% | -6.5% |
| 3M | -10.0% | -7.3% | -2.8% | -9.2% |
| 6M | -15.8% | +1.8% | -17.5% | -15.9% |
| YTD | -4.6% | -13.1% | +8.5% | -3.2% |
| 1Y | +4.0% | -13.7% | +17.7% | +5.6% |
| 3Y | +211.1% | +113.1% | +98.0% | +181.7% |
| 5Y | +152.3% | +85.9% | +66.3% | +128.4% |
| All | +327.3% | +414.5% | -87.2% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling