+159.9%
DELL vs GDX
+3.5%
+156.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -6.9% | -7.1% |
| 7D | +4.9% | -6.8% | +11.7% | +7.7% |
| 30D | -32.1% | -2.1% | -30.0% | -31.7% |
| 3M | -30.2% | -7.5% | -22.7% | -28.1% |
| 6M | +41.7% | -15.2% | +56.9% | +48.5% |
| YTD | +176.6% | -4.8% | +181.4% | +176.6% |
| 1Y | +159.9% | +6.7% | +153.2% | +141.4% |
| All | +159.9% | +3.5% | +156.5% | +141.4% |
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 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