+746.7%
GOOGL vs GDX
+298.7%
+448.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -1.9% | +1.9% | -3.7% | -2.1% |
| 30D | -7.5% | +9.9% | -17.4% | -8.6% |
| 3M | -9.2% | +28.2% | -37.4% | -12.2% |
| 6M | +8.1% | -2.9% | +11.0% | +7.7% |
| YTD | +5.8% | +16.0% | -10.1% | +2.8% |
| 1Y | +38.3% | +49.9% | -11.5% | +30.0% |
| 3Y | +144.8% | +263.6% | -118.8% | +105.3% |
| 5Y | +132.5% | +233.6% | -101.0% | +94.1% |
| 10Y | +746.7% | +315.3% | +431.4% | +617.3% |
| All | +746.7% | +298.7% | +448.0% | +617.3% |
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 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