+24.8%
GDX vs IDXX
-2.6%
+27.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.9% | +5.1% | +8.1% |
| 7D | +0.8% | +24.1% | -23.3% | -4.1% |
| 30D | -3.2% | +32.5% | -35.8% | -9.7% |
| 3M | +8.6% | +18.8% | -10.2% | +4.7% |
| 6M | -1.2% | +24.0% | -25.3% | -6.4% |
| YTD | -1.4% | +3.3% | -4.6% | +0.1% |
| 1Y | +24.8% | -3.3% | +28.1% | +30.1% |
| All | +24.8% | -2.6% | +27.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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