+243.2%
INTC vs GDX
+308.1%
-64.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.1% | -4.9% |
| 7D | +9.4% | -5.4% | +14.8% | +10.6% |
| 30D | +2.7% | +6.6% | -3.9% | +1.2% |
| 3M | -6.3% | +30.1% | -36.4% | -11.2% |
| 6M | +114.5% | -7.1% | +121.6% | +115.3% |
| YTD | +171.9% | +12.0% | +159.9% | +164.5% |
| 1Y | +305.0% | +41.2% | +263.8% | +279.0% |
| 3Y | +168.3% | +251.0% | -82.6% | +117.5% |
| 5Y | +102.3% | +226.7% | -124.4% | +63.6% |
| All | +243.2% | +308.1% | -64.9% | +187.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling