+173.4%
GDX vs AXP
+91.8%
+81.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.2% | -5.4% |
| 7D | +11.5% | -0.6% | +12.1% | +11.6% |
| 30D | -3.1% | +5.0% | -8.1% | -4.0% |
| 3M | -4.4% | -4.2% | -0.2% | -3.7% |
| 6M | -8.6% | +2.9% | -11.5% | -9.0% |
| YTD | +0.8% | -11.6% | +12.4% | +2.6% |
| 1Y | +14.7% | -11.1% | +25.7% | +16.6% |
| 3Y | +228.8% | +116.7% | +112.0% | +171.4% |
| 5Y | +173.4% | +89.6% | +83.8% | +119.7% |
| All | +173.4% | +91.8% | +81.6% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling