+4,404.4%
DELL vs GDX
+312.6%
+4,091.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.8% |
| 7D | +8.2% | -2.2% | +10.4% | +8.7% |
| 30D | +17.1% | +6.8% | +10.3% | +15.5% |
| 3M | +45.2% | +24.9% | +20.2% | +38.8% |
| 6M | +286.8% | -4.2% | +291.0% | +286.3% |
| YTD | +354.8% | +13.2% | +341.6% | +341.7% |
| 1Y | +358.3% | +40.2% | +318.1% | +329.4% |
| 3Y | +724.9% | +249.6% | +475.3% | +561.8% |
| 5Y | +1,193.7% | +230.4% | +963.3% | +927.1% |
| All | +4,404.4% | +312.6% | +4,091.8% | +3,537.2% |
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 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