+301.2%
GDX vs ILMN
+60.6%
+240.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.8% |
| 7D | +13.6% | -9.7% | +23.3% | +15.1% |
| 30D | +2.5% | -20.4% | +22.9% | +5.6% |
| 3M | +4.4% | +10.0% | -5.6% | +2.3% |
| 6M | -5.2% | +49.5% | -54.7% | -11.2% |
| YTD | +2.1% | +62.5% | -60.4% | -5.8% |
| 1Y | +24.7% | +76.0% | -51.3% | +13.8% |
| 3Y | +211.3% | +94.2% | +117.1% | +173.9% |
| 5Y | +186.7% | -46.3% | +233.0% | +188.8% |
| All | +301.2% | +60.6% | +240.6% | +282.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling