+185.4%
GDX vs AXP
+91.7%
+93.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | +13.6% | +0.6% | +13.0% | +13.5% |
| 30D | +2.5% | +5.8% | -3.3% | +1.4% |
| 3M | +4.4% | -6.0% | +10.4% | +5.6% |
| 6M | -5.2% | +0.3% | -5.5% | -5.3% |
| YTD | +2.1% | -12.3% | +14.4% | +4.1% |
| 1Y | +24.7% | -11.2% | +35.9% | +26.9% |
| 3Y | +211.3% | +117.0% | +94.3% | +156.7% |
| All | +185.4% | +91.7% | +93.7% | +129.6% |
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