+137.7%
GOOGL vs GDX
+226.3%
-88.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | +1.1% | +4.0% | -2.9% | +0.4% |
| 30D | -4.4% | +9.5% | -13.9% | -6.0% |
| 3M | -6.8% | +25.1% | -31.9% | -10.7% |
| 6M | +13.6% | -2.9% | +16.5% | +13.2% |
| YTD | +8.3% | +14.7% | -6.4% | +3.9% |
| 1Y | +44.9% | +47.4% | -2.5% | +32.0% |
| 3Y | +150.5% | +259.7% | -109.2% | +87.6% |
| 5Y | +137.7% | +227.7% | -89.9% | +76.0% |
| All | +137.7% | +226.3% | -88.6% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling