+260.9%
GDX vs AXP
+110.9%
+150.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | +18.6% | -6.5% | +25.2% | +20.0% |
| 3M | +14.9% | +4.6% | +10.2% | +14.2% |
| 6M | -6.3% | +5.4% | -11.7% | -6.9% |
| YTD | +15.7% | -11.1% | +26.8% | +16.9% |
| 1Y | +54.8% | -0.3% | +55.1% | +54.4% |
| All | +260.9% | +110.9% | +150.0% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling