+1,395.4%
ASML vs GDX
+298.8%
+1,096.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.4% |
| 7D | -9.0% | +13.6% | -22.6% | -12.4% |
| 30D | -21.0% | +2.5% | -23.5% | -21.6% |
| 3M | -16.3% | +4.4% | -20.7% | -17.9% |
| 6M | -7.5% | -5.2% | -2.3% | -7.3% |
| YTD | +34.0% | +2.1% | +31.9% | +30.6% |
| 1Y | +39.3% | +24.7% | +14.6% | +28.5% |
| 3Y | +128.9% | +211.3% | -82.4% | +61.3% |
| 5Y | +76.1% | +186.7% | -110.6% | +23.7% |
| All | +1,395.4% | +298.8% | +1,096.6% | +886.7% |
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