+150.5%
GOOGL vs GDX
+259.1%
-108.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | +1.1% | +4.0% | -2.9% | +0.5% |
| 30D | -4.4% | +9.5% | -13.9% | -5.7% |
| 3M | -6.8% | +25.1% | -31.9% | -10.0% |
| 6M | +13.6% | -2.9% | +16.5% | +13.2% |
| YTD | +8.3% | +14.7% | -6.4% | +4.6% |
| 1Y | +44.9% | +47.4% | -2.5% | +34.0% |
| 3Y | +150.5% | +259.7% | -109.2% | +100.8% |
| All | +150.5% | +259.1% | -108.6% | +100.8% |
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