+228.9%
GDX vs ILMN
-51.8%
+280.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -0.4% | +1.2% | -1.6% | -0.6% |
| 30D | +18.6% | +9.2% | +9.4% | +17.0% |
| 3M | +14.9% | +29.8% | -15.0% | +10.1% |
| 6M | -6.3% | +69.2% | -75.5% | -14.1% |
| YTD | +15.7% | +66.4% | -50.6% | +6.1% |
| 1Y | +54.8% | +123.4% | -68.6% | +34.9% |
| 3Y | +253.4% | +33.2% | +220.3% | +228.6% |
| All | +228.9% | -51.8% | +280.7% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling