+244.8%
ORCL vs GDX
+298.8%
-54.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.5% |
| 7D | -11.2% | +13.6% | -24.8% | -12.8% |
| 30D | -18.8% | +2.5% | -21.3% | -19.1% |
| 3M | -18.8% | +4.4% | -23.2% | -19.3% |
| 6M | -39.7% | -5.2% | -34.5% | -39.5% |
| YTD | -39.6% | +2.1% | -41.8% | -40.2% |
| 1Y | -51.7% | +24.7% | -76.4% | -53.1% |
| 3Y | +10.2% | +211.3% | -201.0% | -0.2% |
| 5Y | +30.8% | +186.7% | -155.8% | +17.9% |
| All | +244.8% | +298.8% | -54.1% | +222.1% |
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