+2,896.3%
KLAC vs GDX
+312.6%
+2,583.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.7% |
| 7D | -2.7% | -2.2% | -0.5% | -2.2% |
| 30D | -13.2% | +6.8% | -19.9% | -14.7% |
| 3M | -25.0% | +24.9% | -49.9% | -29.2% |
| 6M | +23.6% | -4.2% | +27.8% | +23.5% |
| YTD | +49.2% | +13.2% | +36.0% | +44.4% |
| 1Y | +89.3% | +40.2% | +49.1% | +75.4% |
| 3Y | +274.4% | +249.6% | +24.8% | +188.8% |
| 5Y | +440.9% | +230.4% | +210.6% | +312.7% |
| All | +2,896.3% | +312.6% | +2,583.7% | +2,176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling