+30,355.4%
AVGO vs GDX
+138.2%
+30,217.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.2% |
| 7D | +6.1% | +0.7% | +5.3% | +5.9% |
| 30D | -2.7% | -3.8% | +1.1% | -2.3% |
| 3M | -16.9% | -5.4% | -11.4% | -16.5% |
| 6M | -19.1% | -12.7% | -6.5% | -18.1% |
| YTD | +0.3% | -0.7% | +0.9% | -1.1% |
| 1Y | -1.2% | +11.9% | -13.1% | -4.4% |
| 3Y | +272.4% | +223.9% | +48.5% | +207.4% |
| 5Y | +579.0% | +163.2% | +415.8% | +467.4% |
| 10Y | +2,584.7% | +349.2% | +2,235.6% | +1,971.2% |
| All | +30,355.4% | +138.2% | +30,217.1% | +24,707.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling