+129.1%
ASML vs GDXJ
+58.9%
+70.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.9% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | +2.2% | +17.9% | -15.7% | -3.4% |
| 3M | -2.3% | +15.3% | -17.6% | -7.8% |
| 6M | +23.0% | -9.4% | +32.4% | +22.2% |
| YTD | +61.1% | +13.4% | +47.7% | +50.8% |
| 1Y | +129.1% | +59.7% | +69.5% | +97.5% |
| All | +129.1% | +58.9% | +70.2% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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