+6.7%
GDX vs SONY
-9.8%
+16.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.8% |
| 7D | -6.8% | +0.3% | -7.1% | -6.9% |
| 30D | -2.1% | +11.1% | -13.2% | -6.4% |
| 3M | -7.5% | +14.7% | -22.2% | -13.0% |
| 6M | -15.2% | +18.8% | -33.9% | -20.6% |
| YTD | -4.8% | +5.7% | -10.6% | -8.2% |
| 1Y | +6.7% | -8.1% | +14.8% | +14.2% |
| All | +6.7% | -9.8% | +16.5% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling