+91.4%
ORCL vs GDX
+223.5%
-132.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.6% |
| 7D | +5.3% | -0.4% | +5.6% | +5.4% |
| 30D | +10.0% | +18.6% | -8.7% | +5.7% |
| 3M | -32.6% | +14.9% | -47.5% | -34.9% |
| 6M | +4.9% | -6.3% | +11.2% | +4.8% |
| YTD | -17.8% | +15.7% | -33.5% | -21.6% |
| 1Y | -28.0% | +54.8% | -82.8% | -35.1% |
| 3Y | +36.0% | +253.4% | -217.4% | +6.5% |
| All | +91.4% | +223.5% | -132.0% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling