+1,395.4%
ASML vs GDXJ
+213.7%
+1,181.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.2% | +4.3% |
| 7D | -9.0% | +13.4% | -22.5% | -12.1% |
| 30D | -21.0% | -1.3% | -19.7% | -20.9% |
| 3M | -16.3% | -1.5% | -14.8% | -16.6% |
| 6M | -7.5% | -12.2% | +4.7% | -5.7% |
| YTD | +34.0% | -5.3% | +39.3% | +32.7% |
| 1Y | +39.3% | +22.0% | +17.3% | +29.3% |
| 3Y | +128.9% | +224.9% | -96.1% | +62.2% |
| 5Y | +76.1% | +160.6% | -84.5% | +27.7% |
| All | +1,395.4% | +213.7% | +1,181.7% | +928.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling