+296.0%
GDX vs SONY
+293.1%
+2.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -2.2% | -2.7% | +0.5% | -1.6% |
| 30D | +6.8% | +1.5% | +5.2% | +6.3% |
| 3M | +24.9% | +13.0% | +11.9% | +20.9% |
| 6M | -4.2% | +11.2% | -15.4% | -6.9% |
| YTD | +13.2% | -6.6% | +19.9% | +14.3% |
| 1Y | +40.2% | -18.1% | +58.3% | +45.3% |
| 3Y | +249.6% | +42.1% | +207.5% | +218.6% |
| 5Y | +230.4% | +11.0% | +219.3% | +207.6% |
| All | +296.0% | +293.1% | +2.9% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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