-22.8%
GOOGL vs GDX
-14.4%
-8.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.7% | +2.3% |
| 7D | +5.7% | -4.6% | +10.3% | +6.2% |
| 30D | -15.6% | -6.2% | -9.4% | -15.3% |
| 3M | -13.0% | -10.0% | -3.0% | -12.5% |
| 6M | -22.8% | -15.8% | -7.0% | -20.5% |
| All | -22.8% | -14.4% | -8.4% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling