+678.3%
DELL vs GDX
+258.3%
+420.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +8.7% | +1.9% | +6.9% | +8.1% |
| 30D | +16.9% | +9.9% | +7.0% | +13.4% |
| 3M | +40.4% | +28.2% | +12.2% | +29.3% |
| 6M | +267.1% | -2.9% | +270.0% | +262.5% |
| YTD | +329.1% | +16.0% | +313.1% | +305.6% |
| 1Y | +346.9% | +49.9% | +297.0% | +295.3% |
| All | +678.3% | +258.3% | +420.1% | +404.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling