+147.1%
AMAT vs GDX
+196.8%
-49.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.4% | +7.0% | +10.0% |
| 7D | -1.1% | +15.6% | -16.6% | -5.6% |
| 30D | -26.9% | +2.4% | -29.4% | -27.5% |
| 3M | -31.2% | +1.7% | -32.9% | -32.0% |
| 6M | -14.7% | -3.3% | -11.4% | -15.0% |
| YTD | +44.7% | +6.6% | +38.1% | +39.7% |
| 1Y | +62.0% | +27.0% | +35.0% | +49.0% |
| 3Y | +165.0% | +243.4% | -78.4% | +82.9% |
| 5Y | +147.1% | +194.2% | -47.1% | +77.0% |
| All | +147.1% | +196.8% | -49.7% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling