+2,856.4%
AVGO vs GDX
+298.7%
+2,557.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -13.7% | +9.9% | -23.7% | -15.5% |
| 3M | -6.9% | +28.2% | -35.1% | -11.8% |
| 6M | +5.8% | -2.9% | +8.7% | +5.2% |
| YTD | +5.7% | +16.0% | -10.3% | +0.9% |
| 1Y | +9.0% | +49.9% | -40.9% | -0.8% |
| 3Y | +340.5% | +263.6% | +77.0% | +242.2% |
| 5Y | +711.1% | +233.6% | +477.5% | +525.9% |
| 10Y | +2,856.4% | +315.3% | +2,541.1% | +2,204.2% |
| All | +2,856.4% | +298.7% | +2,557.7% | +2,204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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