+132.8%
AMAT vs GDX
+202.4%
-69.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.4% | -14.9% | -14.0% |
| 7D | -24.3% | +5.4% | -29.7% | -25.8% |
| 30D | -39.8% | -2.8% | -37.0% | -39.4% |
| 3M | -40.2% | +2.5% | -42.7% | -41.2% |
| 6M | -22.1% | -0.1% | -22.0% | -23.3% |
| YTD | +24.7% | 0.0% | +24.7% | +22.7% |
| 1Y | +33.3% | +22.2% | +11.0% | +24.5% |
| All | +132.8% | +202.4% | -69.6% | +78.4% |
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 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