+6,105.7%
ASML vs GDXJ
+75.7%
+6,030.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.6% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +2.2% | +17.9% | -15.7% | -1.1% |
| 3M | -2.3% | +15.3% | -17.6% | -5.3% |
| 6M | +23.0% | -9.4% | +32.4% | +24.1% |
| YTD | +61.1% | +13.4% | +47.7% | +55.4% |
| 1Y | +129.1% | +59.7% | +69.5% | +107.6% |
| 3Y | +165.4% | +283.6% | -118.2% | +104.0% |
| 5Y | +109.5% | +217.6% | -108.1% | +63.4% |
| 10Y | +1,645.7% | +225.7% | +1,420.1% | +1,206.5% |
| All | +6,105.7% | +75.7% | +6,030.0% | +4,562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling