+291.6%
GDX vs INCY
+56.5%
+235.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.3% |
| 7D | -5.4% | -3.7% | -1.7% | -5.0% |
| 30D | +6.6% | +1.8% | +4.7% | +6.4% |
| 3M | +30.1% | +17.0% | +13.1% | +28.1% |
| 6M | -7.1% | +28.4% | -35.5% | -9.4% |
| YTD | +12.0% | +24.8% | -12.9% | +9.4% |
| 1Y | +41.2% | +42.9% | -1.7% | +36.1% |
| 3Y | +251.0% | +92.7% | +158.3% | +226.0% |
| 5Y | +226.7% | +73.3% | +153.4% | +205.8% |
| All | +291.6% | +56.5% | +235.1% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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