+58.5%
AMAT vs GDX
+22.4%
+36.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.4% | +7.0% | +9.6% |
| 7D | -1.1% | +15.6% | -16.6% | -6.9% |
| 30D | -26.9% | +2.4% | -29.4% | -27.6% |
| 3M | -31.2% | +1.7% | -32.9% | -32.2% |
| 6M | -14.7% | -3.3% | -11.4% | -15.6% |
| YTD | +44.7% | +6.6% | +38.1% | +37.7% |
| All | +58.5% | +22.4% | +36.1% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling