+2,496.7%
AMAT vs GDX
+176.7%
+2,320.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.4% | -14.9% | -13.8% |
| 7D | -24.3% | +5.4% | -29.7% | -25.1% |
| 30D | -39.8% | -2.8% | -37.0% | -39.6% |
| 3M | -40.2% | +2.5% | -42.7% | -40.7% |
| 6M | -22.1% | -0.1% | -22.0% | -22.5% |
| YTD | +24.7% | 0.0% | +24.7% | +23.7% |
| 1Y | +33.3% | +22.2% | +11.0% | +27.8% |
| 3Y | +133.9% | +201.4% | -67.5% | +91.0% |
| 5Y | +117.1% | +180.6% | -63.6% | +76.8% |
| 10Y | +1,158.7% | +277.2% | +881.5% | +849.5% |
| All | +2,496.7% | +176.7% | +2,320.0% | +1,573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling