+270.3%
ORCL vs GDX
+338.9%
-68.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.4% |
| 7D | +8.0% | -6.8% | +14.8% | +9.0% |
| 30D | -4.0% | -2.1% | -1.9% | -3.8% |
| 3M | -19.5% | -7.5% | -12.0% | -18.7% |
| 6M | -33.5% | -15.2% | -18.3% | -32.3% |
| YTD | -34.8% | -4.8% | -30.0% | -34.8% |
| 1Y | -41.6% | +6.7% | -48.3% | -42.3% |
| 3Y | +13.8% | +212.7% | -199.0% | +3.6% |
| 5Y | +43.4% | +151.7% | -108.3% | +30.4% |
| All | +270.3% | +338.9% | -68.7% | +249.6% |
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