+3,563.6%
GOOG vs GDX
+220.3%
+3,343.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.8% |
| 7D | -2.1% | -0.4% | -1.8% | -2.1% |
| 30D | -6.8% | +18.6% | -25.5% | -8.7% |
| 3M | -9.1% | +14.9% | -24.0% | -10.8% |
| 6M | +10.7% | -6.3% | +17.0% | +10.8% |
| YTD | +7.1% | +15.7% | -8.7% | +4.3% |
| 1Y | +44.6% | +54.8% | -10.2% | +36.0% |
| 3Y | +147.4% | +253.4% | -106.0% | +110.7% |
| 5Y | +133.8% | +219.7% | -85.9% | +99.1% |
| 10Y | +777.5% | +300.2% | +477.3% | +613.7% |
| All | +3,563.6% | +220.3% | +3,343.3% | +2,540.2% |
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 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