+291.6%
KLAC vs GDX
+254.4%
+37.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +10.6% | +4.0% | +6.6% | +9.1% |
| 30D | -4.5% | +9.5% | -14.0% | -7.7% |
| 3M | -10.3% | +25.1% | -35.3% | -17.5% |
| 6M | +40.9% | -2.9% | +43.8% | +39.7% |
| YTD | +56.1% | +14.7% | +41.4% | +48.9% |
| 1Y | +109.0% | +47.4% | +61.6% | +87.3% |
| All | +291.6% | +254.4% | +37.2% | +191.2% |
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