+85.9%
AMZN vs GDX
+259.1%
-173.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.8% | +4.0% | -3.1% | +0.4% |
| 30D | -6.4% | +9.5% | -15.9% | -7.3% |
| 3M | +4.8% | +25.1% | -20.3% | +2.4% |
| 6M | +20.5% | -2.9% | +23.5% | +20.1% |
| YTD | +11.3% | +14.7% | -3.4% | +9.2% |
| 1Y | +9.0% | +47.4% | -38.5% | +4.4% |
| 3Y | +85.9% | +259.7% | -173.8% | +56.0% |
| All | +85.9% | +259.1% | -173.2% | +56.0% |
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 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