+31,416.6%
AVGO vs GDX
+177.5%
+31,239.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | -14.4% | +18.6% | -33.1% | -16.9% |
| 3M | -14.4% | +14.9% | -29.3% | -16.7% |
| 6M | +13.1% | -6.3% | +19.4% | +13.3% |
| YTD | +3.8% | +15.7% | -11.9% | +0.1% |
| 1Y | +17.8% | +54.8% | -37.1% | +8.6% |
| 3Y | +325.3% | +253.4% | +71.8% | +246.0% |
| 5Y | +689.9% | +219.7% | +470.3% | +542.1% |
| 10Y | +2,597.0% | +300.2% | +2,296.8% | +1,994.2% |
| All | +31,416.6% | +177.5% | +31,239.1% | +25,016.4% |
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 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