+1,527.5%
META vs GDX
+168.6%
+1,358.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -1.6% | +14.9% | -16.5% | -3.0% |
| 6M | -7.5% | -6.3% | -1.2% | -7.4% |
| YTD | -6.4% | +15.7% | -22.1% | -8.1% |
| 1Y | -17.3% | +54.8% | -72.2% | -20.9% |
| 3Y | +109.9% | +253.4% | -143.5% | +86.0% |
| 5Y | +65.4% | +219.7% | -154.3% | +46.3% |
| 10Y | +391.8% | +300.2% | +91.6% | +333.8% |
| All | +1,527.5% | +168.6% | +1,358.9% | +1,297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling