+276.6%
AVGO vs GDX
+225.2%
+51.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +6.1% | +0.7% | +5.3% | +5.7% |
| 30D | -2.7% | -3.8% | +1.1% | -2.0% |
| 3M | -16.9% | -5.4% | -11.4% | -16.3% |
| 6M | -19.1% | -12.7% | -6.5% | -17.4% |
| YTD | +0.3% | -0.7% | +0.9% | -3.7% |
| 1Y | -1.2% | +11.9% | -13.1% | -8.9% |
| All | +276.6% | +225.2% | +51.4% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling