+447.1%
META vs GDX
+340.0%
+107.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | -0.3% |
| 7D | +3.1% | -4.6% | +7.6% | +3.7% |
| 30D | -18.2% | -6.2% | -12.0% | -17.6% |
| 3M | +7.8% | -10.0% | +17.8% | +8.9% |
| 6M | +3.6% | -15.8% | +19.3% | +5.2% |
| YTD | -5.3% | -4.6% | -0.7% | -5.9% |
| 1Y | +2.7% | +4.0% | -1.3% | +0.9% |
| 3Y | +91.5% | +211.1% | -119.6% | +59.9% |
| 5Y | +84.7% | +152.3% | -67.6% | +55.3% |
| All | +447.1% | +340.0% | +107.1% | +359.8% |
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