-100.0%
SOXS vs GDX
+156.0%
-256.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -1.4% |
| 7D | -16.6% | +1.9% | -18.5% | -15.9% |
| 30D | -4.4% | +9.9% | -14.3% | +0.8% |
| 3M | -26.2% | +28.2% | -54.4% | -12.0% |
| 6M | -99.3% | -2.9% | -96.4% | -98.9% |
| YTD | -99.5% | +16.0% | -115.5% | -99.2% |
| 1Y | -99.8% | +49.9% | -149.7% | -99.6% |
| 3Y | -100.0% | +263.6% | -363.5% | -100.0% |
| 5Y | -100.0% | +233.6% | -333.6% | -100.0% |
| 10Y | -100.0% | +315.3% | -415.3% | -100.0% |
| All | -100.0% | +156.0% | -256.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling