+251.6%
ORCL vs GDX
+293.5%
-41.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.6% |
| 7D | +0.5% | +15.6% | -15.1% | -1.6% |
| 30D | -15.3% | +2.4% | -17.7% | -15.6% |
| 3M | -18.2% | +1.7% | -20.0% | -18.5% |
| 6M | -38.4% | -3.3% | -35.1% | -38.4% |
| YTD | -37.7% | +6.6% | -44.4% | -38.6% |
| 1Y | -49.3% | +27.0% | -76.2% | -50.9% |
| 3Y | +10.6% | +243.4% | -232.7% | -0.6% |
| 5Y | +35.5% | +194.2% | -158.7% | +21.4% |
| 10Y | +251.6% | +310.1% | -58.6% | +227.2% |
| All | +251.6% | +293.5% | -41.9% | +227.2% |
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 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