+1,644.6%
ASML vs GDX
+292.0%
+1,352.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +2.2% | +18.6% | -16.4% | -2.9% |
| 3M | -2.3% | +14.9% | -17.2% | -6.6% |
| 6M | +23.0% | -6.3% | +29.2% | +23.6% |
| YTD | +61.1% | +15.7% | +45.3% | +52.3% |
| 1Y | +129.1% | +54.8% | +74.3% | +99.9% |
| 3Y | +165.4% | +253.4% | -88.1% | +82.2% |
| 5Y | +109.5% | +219.7% | -110.2% | +44.0% |
| All | +1,644.6% | +292.0% | +1,352.6% | +1,061.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling