+249.6%
GDX vs GILD
+108.6%
+141.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.2% | -4.8% | +2.6% | -1.6% |
| 30D | +6.8% | +5.8% | +1.0% | +6.1% |
| 3M | +24.9% | +14.9% | +10.0% | +22.7% |
| 6M | -4.2% | -0.4% | -3.9% | -4.6% |
| YTD | +13.2% | +18.5% | -5.3% | +11.9% |
| 1Y | +40.2% | +25.1% | +15.1% | +38.1% |
| 3Y | +249.6% | +105.9% | +143.7% | +232.4% |
| All | +249.6% | +108.6% | +141.0% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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