+75.5%
ASML vs GDX
+183.7%
-108.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.9% | +4.3% |
| 7D | -9.0% | +13.6% | -22.6% | -13.0% |
| 30D | -21.0% | +2.5% | -23.5% | -21.8% |
| 3M | -16.3% | +4.4% | -20.7% | -18.3% |
| 6M | -7.5% | -5.2% | -2.3% | -7.3% |
| YTD | +34.0% | +2.1% | +31.9% | +29.4% |
| 1Y | +39.3% | +24.7% | +14.6% | +25.9% |
| 3Y | +128.9% | +211.3% | -82.4% | +44.4% |
| All | +75.5% | +183.7% | -108.3% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling