+326.3%
GDX vs AXP
+418.6%
-92.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | -2.1% | +4.4% | -6.6% | -2.6% |
| 3M | -7.5% | -6.4% | -1.1% | -6.8% |
| 6M | -15.2% | +4.2% | -19.3% | -15.5% |
| YTD | -4.8% | -12.4% | +7.5% | -3.6% |
| 1Y | +6.7% | -11.1% | +17.8% | +8.0% |
| 3Y | +212.7% | +114.9% | +97.9% | +182.9% |
| 5Y | +151.7% | +87.4% | +64.2% | +127.6% |
| All | +326.3% | +418.6% | -92.4% | +314.8% |
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