+152.3%
GDX vs ILMN
-44.2%
+196.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.7% |
| 7D | -4.6% | +0.7% | -5.3% | -4.6% |
| 30D | -6.2% | -22.7% | +16.5% | -2.4% |
| 3M | -10.0% | +8.6% | -18.7% | -11.8% |
| 6M | -15.8% | +43.8% | -59.6% | -21.3% |
| YTD | -4.6% | +59.8% | -64.3% | -12.7% |
| 1Y | +4.0% | +71.8% | -67.8% | -5.9% |
| 3Y | +211.1% | +119.0% | +92.1% | +163.3% |
| 5Y | +152.3% | -43.8% | +196.1% | +144.7% |
| All | +152.3% | -44.2% | +196.5% | +144.7% |
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