+84.0%
ASML vs GDXJ
+125.9%
-41.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.2% | -0.9% |
| 7D | +10.4% | -4.9% | +15.3% | +12.1% |
| 30D | -12.7% | -10.0% | -2.8% | -10.0% |
| 3M | -17.2% | -16.6% | -0.6% | -13.0% |
| 6M | -1.3% | -23.3% | +22.0% | +5.4% |
| YTD | +40.8% | -12.4% | +53.2% | +41.7% |
| 1Y | +45.2% | +0.5% | +44.7% | +39.2% |
| 3Y | +131.8% | +220.5% | -88.7% | +40.4% |
| 5Y | +84.0% | +124.7% | -40.7% | +31.3% |
| All | +84.0% | +125.9% | -41.9% | +31.3% |
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