+1,254.4%
AAPL vs GDX
+308.1%
+946.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.0% | +3.9% |
| 7D | -0.5% | -5.4% | +4.9% | 0.0% |
| 30D | +7.1% | +6.6% | +0.5% | +6.3% |
| 3M | +12.1% | +30.1% | -18.0% | +9.0% |
| 6M | +25.4% | -7.1% | +32.5% | +25.5% |
| YTD | +20.5% | +12.0% | +8.5% | +17.9% |
| 1Y | +44.5% | +41.2% | +3.3% | +37.8% |
| 3Y | +85.8% | +251.0% | -165.2% | +60.0% |
| 5Y | +124.8% | +226.7% | -102.0% | +93.0% |
| All | +1,254.4% | +308.1% | +946.3% | +1,106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 10y: compounded portfolio wealth divided by compounded GDX 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…
10y analysis · Full analysis span regression · 6 months rolling