+207.3%
GDX vs IDXX
+2,540.0%
-2,332.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.2% | -5.7% | +3.6% | -0.8% |
| 30D | +6.8% | -11.5% | +18.3% | +9.8% |
| 3M | +24.9% | -9.5% | +34.5% | +27.5% |
| 6M | -4.2% | -16.0% | +11.8% | -0.5% |
| YTD | +13.2% | -25.4% | +38.6% | +20.9% |
| 1Y | +40.2% | -21.8% | +62.0% | +47.4% |
| 3Y | +249.6% | +7.0% | +242.6% | +230.2% |
| 5Y | +230.4% | -26.0% | +256.3% | +232.8% |
| 10Y | +305.4% | +358.9% | -53.5% | +131.0% |
| All | +207.3% | +2,540.0% | -2,332.7% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling