+249.6%
GDX vs INFY
-31.8%
+281.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | -2.2% | -5.4% | +3.2% | -1.8% |
| 30D | +6.8% | -9.9% | +16.6% | +7.5% |
| 3M | +24.9% | -4.6% | +29.5% | +25.1% |
| 6M | -4.2% | -18.5% | +14.3% | -2.6% |
| YTD | +13.2% | -36.5% | +49.7% | +17.4% |
| 1Y | +40.2% | -32.8% | +73.0% | +43.7% |
| 3Y | +249.6% | -32.2% | +281.8% | +245.4% |
| All | +249.6% | -31.8% | +281.4% | +245.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling