+214.8%
GDX vs REGN
+6,722.4%
-6,507.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | -5.2% | +7.1% | +2.5% |
| 30D | +9.9% | +0.1% | +9.9% | +9.9% |
| 3M | +28.2% | +31.2% | -3.0% | +24.0% |
| 6M | -2.9% | +3.6% | -6.5% | -3.4% |
| YTD | +16.0% | +5.0% | +10.9% | +15.1% |
| 1Y | +49.9% | +45.9% | +4.0% | +42.9% |
| 3Y | +263.6% | -1.9% | +265.4% | +259.6% |
| 5Y | +233.6% | +26.2% | +207.4% | +217.6% |
| 10Y | +315.3% | +112.1% | +203.3% | +263.6% |
| All | +214.8% | +6,722.4% | -6,507.5% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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