+24.8%
GDX vs ILMN
+92.1%
-67.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.9% | +13.9% | +10.1% |
| 7D | +0.8% | -21.6% | +22.3% | +6.5% |
| 30D | -3.2% | -22.9% | +19.6% | +2.5% |
| 3M | +8.6% | +11.6% | -3.0% | +3.6% |
| 6M | -1.2% | +62.5% | -63.8% | -13.7% |
| YTD | -1.4% | +72.7% | -74.1% | -16.4% |
| 1Y | +24.8% | +93.9% | -69.1% | -0.8% |
| All | +24.8% | +92.1% | -67.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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