+0.8%
META vs GDX
+22.9%
-22.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.0% | -7.6% | +0.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | -15.1% | -3.2% | -11.8% | -14.7% |
| 3M | +7.2% | +8.6% | -1.3% | +5.6% |
| 6M | +3.4% | -1.2% | +4.6% | +3.0% |
| YTD | -4.3% | -1.4% | -2.9% | -5.5% |
| 1Y | +0.8% | +24.8% | -24.0% | -4.0% |
| All | +0.8% | +22.9% | -22.1% | -4.0% |
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