+211.5%
GDX vs AZN
+559.4%
-347.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.4% |
| 7D | +4.0% | -1.5% | +5.4% | +4.4% |
| 30D | +9.5% | -0.9% | +10.3% | +9.8% |
| 3M | +25.1% | -11.8% | +36.9% | +29.6% |
| 6M | -2.9% | -17.6% | +14.7% | +2.8% |
| YTD | +14.7% | -12.0% | +26.8% | +18.9% |
| 1Y | +47.4% | -0.9% | +48.3% | +46.6% |
| 3Y | +259.7% | +23.7% | +236.0% | +230.8% |
| 5Y | +227.7% | +54.5% | +173.1% | +178.9% |
| 10Y | +289.0% | +218.2% | +70.8% | +154.6% |
| All | +211.5% | +559.4% | -347.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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