+404.3%
META vs GDX
+298.8%
+105.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.6% |
| 7D | -0.8% | +13.6% | -14.4% | -2.4% |
| 30D | -15.4% | +2.5% | -17.9% | -15.7% |
| 3M | +3.5% | +4.4% | -0.9% | +2.6% |
| 6M | -0.3% | -5.2% | +5.0% | -0.3% |
| YTD | -7.3% | +2.1% | -9.5% | -8.7% |
| 1Y | -1.1% | +24.7% | -25.8% | -5.0% |
| 3Y | +95.1% | +211.3% | -116.2% | +62.9% |
| 5Y | +80.6% | +186.7% | -106.1% | +49.8% |
| All | +404.3% | +298.8% | +105.5% | +326.8% |
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 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