+357.4%
SOXL vs GDX
+55.3%
+302.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +12.3% |
| 7D | +5.3% | -0.4% | +5.7% | +5.3% |
| 30D | -11.2% | +18.6% | -29.8% | -28.7% |
| 3M | -55.4% | +14.9% | -70.2% | -61.5% |
| 6M | +107.1% | -6.3% | +113.4% | +117.2% |
| YTD | +179.0% | +15.7% | +163.3% | +141.7% |
| 1Y | +357.4% | +54.8% | +302.5% | +239.2% |
| All | +357.4% | +55.3% | +302.0% | +239.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling