+238.4%
GDX vs SONY
+8.4%
+230.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +1.9% | -4.9% | +6.8% | +3.4% |
| 30D | +9.9% | -1.6% | +11.5% | +10.3% |
| 3M | +28.2% | +10.0% | +18.2% | +23.9% |
| 6M | -2.9% | +8.4% | -11.3% | -5.8% |
| YTD | +16.0% | -8.4% | +24.4% | +17.9% |
| 1Y | +49.9% | -18.4% | +68.2% | +56.9% |
| 3Y | +263.6% | +41.0% | +222.6% | +219.5% |
| All | +238.4% | +8.4% | +230.0% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling