+8,436.9%
ASML vs GDX
+172.9%
+8,263.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +9.0% | -12.6% | -5.6% |
| 7D | -10.0% | +0.8% | -10.8% | -10.3% |
| 30D | -19.4% | -3.2% | -16.2% | -19.0% |
| 3M | -12.5% | +8.6% | -21.0% | -14.6% |
| 6M | +8.2% | -1.2% | +9.5% | +7.7% |
| YTD | +40.7% | -1.4% | +42.1% | +39.2% |
| 1Y | +46.1% | +24.8% | +21.4% | +37.4% |
| 3Y | +138.5% | +197.3% | -58.8% | +83.6% |
| 5Y | +84.2% | +185.5% | -101.4% | +41.0% |
| 10Y | +1,505.1% | +272.1% | +1,233.1% | +1,027.4% |
| All | +8,436.9% | +172.9% | +8,263.9% | +4,846.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling