+81.9%
META vs GDX
+183.7%
-101.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.5% |
| 7D | -0.8% | +13.6% | -14.4% | -2.9% |
| 30D | -15.4% | +2.5% | -17.9% | -15.9% |
| 3M | +3.5% | +4.4% | -0.9% | +2.3% |
| 6M | -0.3% | -5.2% | +5.0% | -0.2% |
| YTD | -7.3% | +2.1% | -9.5% | -9.3% |
| 1Y | -1.1% | +24.7% | -25.8% | -6.8% |
| 3Y | +95.1% | +211.3% | -116.2% | +43.8% |
| All | +81.9% | +183.7% | -101.8% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling