+3.6%
GOOG vs GDX
+22.9%
-19.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.0% | -5.8% | +2.0% |
| 7D | -10.7% | +0.8% | -11.5% | -10.9% |
| 30D | -16.4% | -3.2% | -13.2% | -16.2% |
| 3M | -23.4% | +8.6% | -32.0% | -24.5% |
| 6M | -24.2% | -1.2% | -23.0% | -24.5% |
| YTD | -8.3% | -1.4% | -6.9% | -10.8% |
| 1Y | +3.6% | +24.8% | -21.2% | -8.0% |
| All | +3.6% | +22.9% | -19.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling