+101.1%
GOOGL vs GDX
+151.5%
-50.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +3.9% | -6.8% | +10.7% | +5.0% |
| 30D | -14.9% | -2.1% | -12.8% | -14.7% |
| 3M | -14.6% | -7.5% | -7.0% | -13.8% |
| 6M | -26.4% | -15.2% | -11.3% | -25.0% |
| YTD | -5.3% | -4.8% | -0.5% | -6.7% |
| 1Y | +6.5% | +6.7% | -0.3% | +2.5% |
| 3Y | +126.0% | +212.7% | -86.7% | +71.4% |
| All | +101.1% | +151.5% | -50.4% | +62.7% |
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