+10.2%
ORCL vs GDX
+208.9%
-198.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.2% |
| 7D | -11.2% | +13.6% | -24.8% | -14.7% |
| 30D | -18.8% | +2.5% | -21.3% | -19.5% |
| 3M | -18.8% | +4.4% | -23.2% | -19.9% |
| 6M | -39.7% | -5.2% | -34.5% | -39.4% |
| YTD | -39.6% | +2.1% | -41.8% | -41.5% |
| 1Y | -51.7% | +24.7% | -76.4% | -55.7% |
| 3Y | +10.2% | +211.3% | -201.0% | -17.8% |
| All | +10.2% | +208.9% | -198.7% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling