+179.4%
INTC vs GDX
+259.1%
-79.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.9% | +9.9% | +9.3% |
| 7D | +17.4% | +4.0% | +13.5% | +15.8% |
| 30D | +2.8% | +9.5% | -6.7% | -0.9% |
| 3M | -5.3% | +25.1% | -30.4% | -13.2% |
| 6M | +140.6% | -2.9% | +143.5% | +137.3% |
| YTD | +183.1% | +14.7% | +168.4% | +165.6% |
| 1Y | +326.8% | +47.4% | +279.3% | +269.8% |
| 3Y | +179.4% | +259.7% | -80.2% | +74.7% |
| All | +179.4% | +259.1% | -79.6% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling