+3,148.3%
GOOGL vs GDX
+164.1%
+2,984.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.7% | +2.2% |
| 7D | +5.7% | -4.6% | +10.3% | +6.2% |
| 30D | -15.6% | -6.2% | -9.4% | -15.0% |
| 3M | -13.0% | -10.0% | -3.0% | -12.2% |
| 6M | -22.8% | -15.8% | -7.0% | -21.8% |
| YTD | -4.4% | -4.6% | +0.2% | -5.0% |
| 1Y | +4.5% | +4.0% | +0.4% | +2.7% |
| 3Y | +127.4% | +211.1% | -83.7% | +96.5% |
| 5Y | +102.8% | +152.3% | -49.5% | +77.2% |
| 10Y | +681.5% | +331.4% | +350.1% | +533.1% |
| All | +3,148.3% | +164.1% | +2,984.2% | +2,294.5% |
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 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