+212.7%
GDX vs SONY
+63.5%
+149.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.7% |
| 7D | -6.8% | +0.3% | -7.1% | -6.9% |
| 30D | -2.1% | +11.1% | -13.2% | -5.4% |
| 3M | -7.5% | +14.7% | -22.2% | -11.6% |
| 6M | -15.2% | +18.8% | -33.9% | -20.0% |
| YTD | -4.8% | +5.7% | -10.6% | -8.0% |
| 1Y | +6.7% | -8.1% | +14.8% | +7.0% |
| 3Y | +212.7% | +64.0% | +148.8% | +171.1% |
| All | +212.7% | +63.5% | +149.2% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling