+126.7%
AMAT vs GDX
+183.7%
-57.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +3.6% |
| 7D | -14.7% | +13.6% | -28.3% | -18.3% |
| 30D | -36.1% | +2.5% | -38.6% | -36.7% |
| 3M | -36.9% | +4.4% | -41.2% | -38.2% |
| 6M | -22.2% | -5.2% | -17.0% | -22.0% |
| YTD | +29.9% | +2.1% | +27.8% | +27.0% |
| 1Y | +43.3% | +24.7% | +18.6% | +32.6% |
| 3Y | +142.7% | +211.3% | -68.6% | +72.0% |
| All | +126.7% | +183.7% | -57.0% | +63.9% |
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