+425.7%
META vs GDX
+293.5%
+132.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +4.6% |
| 7D | +5.7% | +15.6% | -9.8% | +3.8% |
| 30D | -10.8% | +2.4% | -13.2% | -11.1% |
| 3M | +8.4% | +1.7% | +6.7% | +7.9% |
| 6M | +5.4% | -3.3% | +8.7% | +5.2% |
| YTD | -2.6% | +6.6% | -9.2% | -4.5% |
| 1Y | +3.5% | +27.0% | -23.5% | -0.8% |
| 3Y | +102.0% | +243.4% | -141.4% | +66.5% |
| 5Y | +93.1% | +194.2% | -101.1% | +59.5% |
| 10Y | +425.7% | +310.1% | +115.5% | +345.3% |
| All | +425.7% | +293.5% | +132.2% | +345.3% |
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