+79.9%
AAPL vs GDX
+259.1%
-179.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.7% | +4.0% | -6.7% | -3.1% |
| 30D | +1.0% | +9.5% | -8.5% | 0.0% |
| 3M | +5.0% | +25.1% | -20.1% | +2.5% |
| 6M | +23.0% | -2.9% | +26.0% | +22.4% |
| YTD | +16.6% | +14.7% | +1.9% | +13.9% |
| 1Y | +33.4% | +47.4% | -14.0% | +26.3% |
| 3Y | +79.9% | +259.7% | -179.8% | +53.8% |
| All | +79.9% | +259.1% | -179.2% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling