+156.1%
SOXL vs GDX
+222.1%
-66.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.5% | -4.6% | -4.9% |
| 7D | +8.5% | -5.4% | +13.8% | +13.9% |
| 30D | -13.0% | +6.6% | -19.5% | -18.9% |
| 3M | -35.9% | +30.1% | -66.0% | -49.6% |
| 6M | +112.1% | -7.1% | +119.2% | +132.2% |
| YTD | +175.4% | +12.0% | +163.5% | +158.8% |
| 1Y | +304.9% | +41.2% | +263.7% | +216.4% |
| 3Y | +448.6% | +251.0% | +197.6% | +95.2% |
| 5Y | +156.1% | +226.7% | -70.6% | -7.1% |
| All | +156.1% | +222.1% | -66.0% | -7.1% |
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