+214.2%
GDX vs SONY
+219.5%
-5.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -0.4% | -1.2% | +0.8% | -0.1% |
| 30D | +18.6% | +9.4% | +9.2% | +15.8% |
| 3M | +14.9% | +10.5% | +4.4% | +11.6% |
| 6M | -6.3% | +11.7% | -17.9% | -9.2% |
| YTD | +15.7% | -4.1% | +19.8% | +16.5% |
| 1Y | +54.8% | -11.8% | +66.6% | +58.8% |
| 3Y | +253.4% | +45.9% | +207.5% | +214.4% |
| 5Y | +219.7% | +16.3% | +203.4% | +195.8% |
| 10Y | +300.2% | +297.6% | +2.6% | +158.8% |
| All | +214.2% | +219.5% | -5.3% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling