+3,580.7%
GOOGL vs GDX
+220.3%
+3,360.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -6.6% | +18.6% | -25.2% | -8.4% |
| 3M | -8.9% | +14.9% | -23.8% | -10.7% |
| 6M | +11.9% | -6.3% | +18.1% | +12.0% |
| YTD | +8.3% | +15.7% | -7.4% | +5.5% |
| 1Y | +46.2% | +54.8% | -8.6% | +37.6% |
| 3Y | +151.9% | +253.4% | -101.6% | +114.7% |
| 5Y | +137.7% | +219.7% | -82.0% | +102.7% |
| 10Y | +757.6% | +300.2% | +457.3% | +598.8% |
| All | +3,580.7% | +220.3% | +3,360.4% | +2,559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling