+91.5%
CSCO vs GDX
+151.5%
-60.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.0% | -6.2% |
| 7D | +1.9% | -6.8% | +8.7% | +2.7% |
| 30D | -15.8% | -2.1% | -13.7% | -15.7% |
| 3M | -15.4% | -7.5% | -7.9% | -14.9% |
| 6M | -5.4% | -15.2% | +9.8% | -4.3% |
| YTD | +26.5% | -4.8% | +31.3% | +25.9% |
| 1Y | +25.9% | +6.7% | +19.2% | +23.6% |
| 3Y | +97.5% | +212.7% | -115.2% | +68.2% |
| All | +91.5% | +151.5% | -60.0% | +61.4% |
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 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