+63.9%
CSCO vs GDX
+55.3%
+8.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -10.1% | +18.6% | -28.7% | -11.7% |
| 3M | -15.7% | +14.9% | -30.6% | -17.0% |
| 6M | +36.3% | -6.3% | +42.5% | +36.7% |
| YTD | +43.8% | +15.7% | +28.1% | +43.0% |
| 1Y | +63.9% | +54.8% | +9.1% | +63.9% |
| All | +63.9% | +55.3% | +8.6% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling