+164.9%
ASML vs GDX
+256.8%
-91.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.2% |
| 3M | -2.3% | +14.9% | -17.2% | -7.1% |
| 6M | +23.0% | -6.3% | +29.2% | +22.7% |
| YTD | +61.1% | +15.7% | +45.3% | +51.7% |
| 1Y | +129.1% | +54.8% | +74.3% | +100.0% |
| All | +164.9% | +256.8% | -91.8% | +84.3% |
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 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