+263.6%
GDX vs TECH
-2.1%
+265.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +0.7% | +17.9% | +18.5% |
| 3M | +14.9% | +36.3% | -21.5% | +9.7% |
| 6M | -6.3% | +25.6% | -31.8% | -10.0% |
| YTD | +15.7% | +23.7% | -8.0% | +11.4% |
| 1Y | +54.8% | +37.6% | +17.2% | +46.3% |
| All | +263.6% | -2.1% | +265.7% | +267.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling