-22.1%
AMAT vs GDX
-1.8%
-20.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.4% | -14.9% | -14.1% |
| 7D | -24.3% | +5.4% | -29.7% | -26.0% |
| 30D | -39.8% | -2.8% | -37.0% | -38.9% |
| 3M | -40.2% | +2.5% | -42.7% | -42.0% |
| 6M | -22.1% | -0.1% | -22.0% | -24.6% |
| All | -22.1% | -1.8% | -20.4% | -24.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling