+15.4%
ORCL vs GDX
+212.3%
-197.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.2% |
| 7D | +10.4% | -4.6% | +14.9% | +11.8% |
| 30D | -11.2% | -6.2% | -5.0% | -9.7% |
| 3M | -16.8% | -10.0% | -6.7% | -14.4% |
| 6M | -31.5% | -15.8% | -15.7% | -28.9% |
| YTD | -33.9% | -4.6% | -29.3% | -34.8% |
| 1Y | -43.3% | +4.0% | -47.3% | -45.4% |
| All | +15.4% | +212.3% | -197.0% | -18.7% |
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