+2,662.4%
DELL vs GDX
+338.9%
+2,323.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -6.9% | -7.1% |
| 7D | +4.9% | -6.8% | +11.7% | +6.4% |
| 30D | -32.1% | -2.1% | -30.0% | -32.0% |
| 3M | -30.2% | -7.5% | -22.7% | -29.3% |
| 6M | +41.7% | -15.2% | +56.9% | +45.4% |
| YTD | +176.6% | -4.8% | +181.4% | +177.3% |
| 1Y | +159.9% | +6.7% | +153.2% | +155.6% |
| 3Y | +388.0% | +212.7% | +175.2% | +297.5% |
| 5Y | +578.2% | +151.7% | +426.5% | +456.5% |
| All | +2,662.4% | +338.9% | +2,323.4% | +2,228.7% |
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