+1,162.1%
AMAT vs GDX
+298.8%
+863.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +3.7% |
| 7D | -14.7% | +13.6% | -28.3% | -17.4% |
| 30D | -36.1% | +2.5% | -38.6% | -36.6% |
| 3M | -36.9% | +4.4% | -41.2% | -37.8% |
| 6M | -22.2% | -5.2% | -17.0% | -22.0% |
| YTD | +29.9% | +2.1% | +27.8% | +28.1% |
| 1Y | +43.3% | +24.7% | +18.6% | +35.8% |
| 3Y | +142.7% | +211.3% | -68.6% | +91.7% |
| 5Y | +126.2% | +186.7% | -60.5% | +77.3% |
| All | +1,162.1% | +298.8% | +863.3% | +915.8% |
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