+108.6%
ASML vs GDXJ
+222.2%
-113.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +5.0% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | +2.2% | +17.9% | -15.7% | -3.7% |
| 3M | -2.3% | +15.3% | -17.6% | -7.8% |
| 6M | +23.0% | -9.4% | +32.4% | +24.5% |
| YTD | +61.1% | +13.4% | +47.7% | +49.9% |
| 1Y | +129.1% | +59.7% | +69.5% | +88.8% |
| 3Y | +165.4% | +283.6% | -118.2% | +53.6% |
| All | +108.6% | +222.2% | -113.6% | +19.5% |
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 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