+67.7%
ASML vs GDX
+186.2%
-118.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.7% | -9.8% |
| 7D | -19.0% | +5.4% | -24.5% | -20.6% |
| 30D | -25.9% | -2.8% | -23.1% | -25.4% |
| 3M | -19.1% | +2.5% | -21.5% | -20.5% |
| 6M | -5.7% | -0.1% | -5.7% | -7.1% |
| YTD | +27.6% | 0.0% | +27.6% | +24.1% |
| 1Y | +30.8% | +22.2% | +8.6% | +18.9% |
| 3Y | +116.2% | +201.4% | -85.2% | +37.9% |
| 5Y | +67.7% | +180.6% | -113.0% | +6.4% |
| All | +67.7% | +186.2% | -118.6% | +6.4% |
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