+296.0%
GDX vs INFY
+80.1%
+215.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -2.2% | -5.4% | +3.2% | -1.4% |
| 30D | +6.8% | -9.9% | +16.6% | +8.4% |
| 3M | +24.9% | -4.6% | +29.5% | +25.2% |
| 6M | -4.2% | -18.5% | +14.3% | -1.8% |
| YTD | +13.2% | -36.5% | +49.7% | +20.5% |
| 1Y | +40.2% | -32.8% | +73.0% | +47.2% |
| 3Y | +249.6% | -32.2% | +281.8% | +262.7% |
| 5Y | +230.4% | -44.7% | +275.1% | +250.1% |
| All | +296.0% | +80.1% | +215.9% | +250.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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