+107.3%
META vs GDX
+256.8%
-149.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +6.7% | -0.4% | +7.1% | +6.7% |
| 30D | +4.8% | +18.6% | -13.9% | +3.0% |
| 3M | -1.6% | +14.9% | -16.5% | -3.0% |
| 6M | -7.5% | -6.3% | -1.2% | -7.8% |
| YTD | -6.4% | +15.7% | -22.1% | -7.9% |
| 1Y | -17.3% | +54.8% | -72.2% | -20.5% |
| All | +107.3% | +256.8% | -149.5% | +82.2% |
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