+630.6%
DELL vs GDX
+154.6%
+476.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.5% |
| 7D | +17.1% | -4.6% | +21.7% | +18.7% |
| 30D | -35.1% | -6.2% | -28.9% | -34.0% |
| 3M | -23.3% | -10.0% | -13.3% | -21.2% |
| 6M | +55.8% | -15.8% | +71.6% | +61.8% |
| YTD | +198.0% | -4.6% | +202.6% | +198.0% |
| 1Y | +166.6% | +4.0% | +162.5% | +160.7% |
| 3Y | +427.6% | +211.1% | +216.5% | +275.0% |
| 5Y | +630.6% | +152.3% | +478.4% | +437.8% |
| All | +630.6% | +154.6% | +476.0% | +437.8% |
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