+1,587.5%
AMAT vs GDX
+292.0%
+1,295.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | -14.8% | +18.6% | -33.4% | -18.2% |
| 3M | -9.3% | +14.9% | -24.2% | -12.4% |
| 6M | +27.4% | -6.3% | +33.6% | +27.8% |
| YTD | +77.6% | +15.7% | +61.8% | +70.7% |
| 1Y | +188.9% | +54.8% | +134.1% | +162.6% |
| 3Y | +202.3% | +253.4% | -51.2% | +133.2% |
| 5Y | +248.9% | +219.7% | +29.2% | +168.0% |
| All | +1,587.5% | +292.0% | +1,295.4% | +1,252.4% |
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