+214.2%
GDX vs AXP
+751.9%
-537.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.1% |
| 3M | +14.9% | +4.6% | +10.2% | +14.0% |
| 6M | -6.3% | +5.4% | -11.7% | -7.1% |
| YTD | +15.7% | -11.1% | +26.8% | +17.9% |
| 1Y | +54.8% | -0.3% | +55.1% | +54.1% |
| 3Y | +253.4% | +111.6% | +141.9% | +202.0% |
| 5Y | +219.7% | +117.6% | +102.1% | +167.2% |
| 10Y | +300.2% | +474.1% | -173.9% | +159.3% |
| All | +214.2% | +751.9% | -537.7% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling