+46.0%
ASML vs GDX
+15.8%
+30.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | +1.5% |
| 7D | -2.9% | +11.5% | -14.3% | -6.6% |
| 30D | -15.2% | -3.1% | -12.1% | -14.3% |
| 3M | -12.9% | -4.4% | -8.5% | -12.2% |
| 6M | -5.0% | -8.6% | +3.5% | -3.8% |
| YTD | +41.8% | +0.8% | +41.0% | +36.8% |
| 1Y | +46.0% | +14.7% | +31.4% | +33.0% |
| All | +46.0% | +15.8% | +30.3% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling