+1,315.3%
AMAT vs GDX
+293.5%
+1,021.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.4% | +7.0% | +10.4% |
| 7D | -1.1% | +15.6% | -16.6% | -4.4% |
| 30D | -26.9% | +2.4% | -29.4% | -27.4% |
| 3M | -31.2% | +1.7% | -32.9% | -31.8% |
| 6M | -14.7% | -3.3% | -11.4% | -14.8% |
| YTD | +44.7% | +6.6% | +38.1% | +41.4% |
| 1Y | +62.0% | +27.0% | +35.0% | +52.9% |
| 3Y | +165.0% | +243.4% | -78.4% | +105.4% |
| 5Y | +147.1% | +194.2% | -47.1% | +92.2% |
| 10Y | +1,315.3% | +310.1% | +1,005.1% | +1,039.2% |
| All | +1,315.3% | +293.5% | +1,021.8% | +1,039.2% |
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