+214.8%
GDX vs AZO
+3,116.2%
-2,901.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +9.9% | -5.1% | +15.0% | +10.9% |
| 3M | +28.2% | -7.2% | +35.4% | +29.6% |
| 6M | -2.9% | -20.7% | +17.8% | +1.0% |
| YTD | +16.0% | -14.2% | +30.1% | +18.9% |
| 1Y | +49.9% | -32.2% | +82.0% | +60.4% |
| 3Y | +263.6% | +11.1% | +252.4% | +250.7% |
| 5Y | +233.6% | +87.6% | +146.0% | +186.7% |
| 10Y | +315.3% | +302.9% | +12.4% | +194.4% |
| All | +214.8% | +3,116.2% | -2,901.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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