-7.1%
GDX vs IDXX
-16.7%
+9.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.1% |
| 7D | -5.4% | -4.3% | -1.1% | -4.5% |
| 30D | +6.6% | -13.7% | +20.2% | +10.1% |
| 3M | +30.1% | -9.1% | +39.2% | +32.0% |
| 6M | -7.1% | -15.4% | +8.3% | -2.2% |
| All | -7.1% | -16.7% | +9.6% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling