+3,096.1%
GOOG vs GDX
+163.4%
+2,932.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +3.0% | -6.8% | +9.8% | +3.8% |
| 30D | -14.9% | -2.1% | -12.8% | -14.7% |
| 3M | -14.9% | -7.5% | -7.4% | -14.4% |
| 6M | -26.6% | -15.2% | -11.4% | -25.7% |
| YTD | -6.6% | -4.8% | -1.8% | -7.2% |
| 1Y | +5.1% | +6.7% | -1.7% | +3.0% |
| 3Y | +121.0% | +212.7% | -91.8% | +90.6% |
| 5Y | +97.3% | +151.7% | -54.3% | +72.3% |
| 10Y | +683.2% | +330.3% | +352.9% | +533.4% |
| All | +3,096.1% | +163.4% | +2,932.7% | +2,250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling