+1,367.3%
AAPL vs GDX
+338.9%
+1,028.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +4.1% | -6.8% | +10.9% | +4.8% |
| 30D | +4.0% | -2.1% | +6.1% | +4.1% |
| 3M | +16.8% | -7.5% | +24.3% | +17.3% |
| 6M | +19.4% | -15.2% | +34.6% | +20.6% |
| YTD | +31.5% | -4.8% | +36.3% | +30.5% |
| 1Y | +31.0% | +6.7% | +24.3% | +28.3% |
| 3Y | +95.3% | +212.7% | -117.5% | +68.9% |
| 5Y | +143.4% | +151.7% | -8.3% | +112.3% |
| All | +1,367.3% | +338.9% | +1,028.4% | +1,220.0% |
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