+6.7%
GDX vs AXP
-12.6%
+19.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -6.8% | -0.1% | -6.7% | -6.7% |
| 30D | -2.1% | +4.4% | -6.6% | -3.6% |
| 3M | -7.5% | -6.4% | -1.1% | -5.4% |
| 6M | -15.2% | +4.2% | -19.3% | -16.0% |
| YTD | -4.8% | -12.4% | +7.5% | -2.8% |
| 1Y | +6.7% | -11.1% | +17.8% | +8.3% |
| All | +6.7% | -12.6% | +19.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling