+75.5%
ASML vs GDXJ
+158.6%
-83.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.2% | +4.1% |
| 7D | -9.0% | +13.4% | -22.5% | -12.9% |
| 30D | -21.0% | -1.3% | -19.7% | -20.8% |
| 3M | -16.3% | -1.5% | -14.8% | -16.8% |
| 6M | -7.5% | -12.2% | +4.7% | -5.4% |
| YTD | +34.0% | -5.3% | +39.3% | +31.5% |
| 1Y | +39.3% | +22.0% | +17.3% | +25.4% |
| 3Y | +128.9% | +224.9% | -96.1% | +38.6% |
| All | +75.5% | +158.6% | -83.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling