+91.0%
KLAC vs GDX
+43.4%
+47.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.3% | -1.8% |
| 7D | +2.5% | -5.4% | +7.8% | +4.6% |
| 30D | -11.5% | +6.6% | -18.1% | -14.3% |
| 3M | -16.9% | +30.1% | -47.0% | -27.0% |
| 6M | +22.2% | -7.1% | +29.3% | +23.3% |
| YTD | +46.4% | +12.0% | +34.4% | +40.3% |
| 1Y | +91.0% | +41.2% | +49.8% | +65.8% |
| All | +91.0% | +43.4% | +47.6% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling