+214.2%
GDX vs ILMN
+1,598.2%
-1,384.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -0.4% | +1.2% | -1.6% | -0.5% |
| 30D | +18.6% | +9.2% | +9.4% | +17.1% |
| 3M | +14.9% | +29.8% | -15.0% | +10.3% |
| 6M | -6.3% | +69.2% | -75.5% | -13.7% |
| YTD | +15.7% | +66.4% | -50.6% | +6.6% |
| 1Y | +54.8% | +123.4% | -68.6% | +35.6% |
| 3Y | +253.4% | +33.2% | +220.3% | +227.1% |
| 5Y | +219.7% | -52.0% | +271.6% | +234.3% |
| 10Y | +300.2% | +33.6% | +266.6% | +241.6% |
| All | +214.2% | +1,598.2% | -1,384.0% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling