+711.1%
AVGO vs GDX
+228.6%
+482.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -13.7% | +9.9% | -23.7% | -16.1% |
| 3M | -6.9% | +28.2% | -35.1% | -13.4% |
| 6M | +5.8% | -2.9% | +8.7% | +5.0% |
| YTD | +5.7% | +16.0% | -10.3% | -1.1% |
| 1Y | +9.0% | +49.9% | -40.9% | -4.9% |
| 3Y | +340.5% | +263.6% | +77.0% | +207.2% |
| 5Y | +711.1% | +233.6% | +477.5% | +456.3% |
| All | +711.1% | +228.6% | +482.4% | +456.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling