+97.6%
META vs GDX
+171.5%
-73.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.9% |
| 7D | +3.3% | +11.5% | -8.2% | +1.4% |
| 30D | -10.8% | -3.1% | -7.6% | -10.4% |
| 3M | +7.9% | -4.4% | +12.3% | +8.2% |
| 6M | +5.4% | -8.6% | +14.0% | +6.1% |
| YTD | -2.6% | +0.8% | -3.4% | -4.5% |
| 1Y | +1.9% | +14.7% | -12.8% | -2.6% |
| 3Y | +97.0% | +228.8% | -131.8% | +42.3% |
| 5Y | +97.6% | +173.4% | -75.7% | +54.5% |
| All | +97.6% | +171.5% | -73.9% | +54.5% |
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