+140.7%
GOOG vs GDX
+258.3%
-117.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -1.6% | +1.9% | -3.4% | -1.8% |
| 30D | -7.7% | +9.9% | -17.6% | -9.0% |
| 3M | -9.3% | +28.2% | -37.5% | -12.7% |
| 6M | +7.4% | -2.9% | +10.3% | +7.1% |
| YTD | +4.9% | +16.0% | -11.1% | +1.0% |
| 1Y | +37.2% | +49.9% | -12.7% | +26.3% |
| All | +140.7% | +258.3% | -117.6% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling