+449.8%
SOXL vs GDX
+245.9%
+204.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.5% | -4.6% | -4.8% |
| 7D | +8.5% | -5.4% | +13.8% | +14.1% |
| 30D | -13.0% | +6.6% | -19.5% | -19.0% |
| 3M | -35.9% | +30.1% | -66.0% | -50.1% |
| 6M | +112.1% | -7.1% | +119.2% | +129.1% |
| YTD | +175.4% | +12.0% | +163.5% | +158.1% |
| 1Y | +304.9% | +41.2% | +263.7% | +219.7% |
| All | +449.8% | +245.9% | +204.0% | +126.3% |
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