+780.7%
GOOG vs GDX
+312.6%
+468.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -2.0% | +6.8% | -8.7% | -2.8% |
| 3M | -5.9% | +24.9% | -30.8% | -8.6% |
| 6M | +8.9% | -4.2% | +13.1% | +8.7% |
| YTD | +7.1% | +13.2% | -6.1% | +4.4% |
| 1Y | +39.7% | +40.2% | -0.5% | +32.3% |
| 3Y | +145.8% | +249.6% | -103.7% | +107.8% |
| 5Y | +138.6% | +230.4% | -91.8% | +100.1% |
| All | +780.7% | +312.6% | +468.1% | +650.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling