+224.1%
GDX vs GILD
+142.1%
+82.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.2% | -4.8% | +2.6% | -1.4% |
| 30D | +6.8% | +5.8% | +1.0% | +5.9% |
| 3M | +24.9% | +14.9% | +10.0% | +22.0% |
| 6M | -4.2% | -0.4% | -3.9% | -4.4% |
| YTD | +13.2% | +18.5% | -5.3% | +10.7% |
| 1Y | +40.2% | +25.1% | +15.1% | +35.9% |
| 3Y | +249.6% | +105.9% | +143.7% | +209.9% |
| All | +224.1% | +142.1% | +82.0% | +174.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling