+4,921.3%
SOXL vs GDX
+312.6%
+4,608.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.5% |
| 7D | +3.9% | -2.2% | +6.0% | +5.4% |
| 30D | -14.3% | +6.8% | -21.1% | -18.2% |
| 3M | -45.6% | +24.9% | -70.5% | -52.5% |
| 6M | +117.2% | -4.2% | +121.4% | +129.9% |
| YTD | +189.8% | +13.2% | +176.6% | +181.5% |
| 1Y | +317.7% | +40.2% | +277.5% | +264.7% |
| 3Y | +478.6% | +249.6% | +229.0% | +217.1% |
| 5Y | +169.5% | +230.4% | -60.9% | +50.1% |
| All | +4,921.3% | +312.6% | +4,608.7% | +3,028.9% |
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