+460.0%
INTC vs GDX
+163.4%
+296.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +6.0% | -6.8% | +12.8% | +7.3% |
| 30D | -39.2% | -2.1% | -37.1% | -38.9% |
| 3M | -42.9% | -7.5% | -35.4% | -42.2% |
| 6M | -50.4% | -15.2% | -35.2% | -49.1% |
| YTD | +61.7% | -4.8% | +66.5% | +62.4% |
| 1Y | +66.1% | +6.7% | +59.4% | +63.9% |
| 3Y | +58.1% | +212.7% | -154.6% | +31.4% |
| 5Y | +27.9% | +151.7% | -123.8% | +8.3% |
| 10Y | +111.1% | +330.3% | -219.2% | +60.6% |
| All | +460.0% | +163.4% | +296.6% | +271.1% |
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