-4.4%
SOXX vs GDX
+28.4%
-32.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.7% | -1.5% |
| 7D | +3.0% | -5.4% | +8.4% | +5.1% |
| 30D | -3.1% | +6.6% | -9.7% | -6.0% |
| 3M | -4.4% | +30.1% | -34.5% | -17.5% |
| All | -4.4% | +28.4% | -32.8% | -17.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling