+40.2%
GDX vs SONY
-16.9%
+57.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -2.2% | -2.7% | +0.5% | -1.2% |
| 30D | +6.8% | +1.5% | +5.2% | +5.9% |
| 3M | +24.9% | +13.0% | +11.9% | +18.0% |
| 6M | -4.2% | +11.2% | -15.4% | -9.5% |
| YTD | +13.2% | -6.6% | +19.9% | +12.0% |
| 1Y | +40.2% | -18.1% | +58.3% | +44.0% |
| All | +40.2% | -16.9% | +57.1% | +44.0% |
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 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