+366.8%
CSCO vs GDX
+282.8%
+84.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -0.5% | +4.0% | -4.5% | -0.8% |
| 30D | -10.1% | +9.5% | -19.6% | -10.7% |
| 3M | -11.7% | +25.1% | -36.8% | -13.2% |
| 6M | +40.1% | -2.9% | +43.0% | +39.7% |
| YTD | +43.8% | +14.7% | +29.1% | +41.8% |
| 1Y | +66.6% | +47.4% | +19.2% | +61.6% |
| 3Y | +108.5% | +259.7% | -151.2% | +90.9% |
| 5Y | +114.0% | +227.7% | -113.7% | +95.2% |
| 10Y | +366.8% | +289.0% | +77.9% | +346.6% |
| All | +366.8% | +282.8% | +84.0% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling