+315.3%
GDX vs TECH
+179.6%
+135.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +9.9% | +0.3% | +9.6% | +9.9% |
| 3M | +28.2% | +32.9% | -4.7% | +22.8% |
| 6M | -2.9% | +32.1% | -35.0% | -7.6% |
| YTD | +16.0% | +23.4% | -7.4% | +11.5% |
| 1Y | +49.9% | +34.1% | +15.8% | +42.0% |
| 3Y | +263.6% | +2.2% | +261.4% | +252.8% |
| 5Y | +233.6% | -41.8% | +275.4% | +238.8% |
| 10Y | +315.3% | +188.9% | +126.4% | +333.1% |
| All | +315.3% | +179.6% | +135.8% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling