+226.8%
SOXX vs GDX
+249.7%
-23.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.5% |
| 7D | +1.4% | -2.2% | +3.6% | +2.1% |
| 30D | -3.6% | +6.8% | -10.3% | -5.9% |
| 3M | -10.2% | +24.9% | -35.1% | -17.0% |
| 6M | +54.2% | -4.2% | +58.4% | +53.1% |
| YTD | +75.2% | +13.2% | +62.0% | +65.8% |
| 1Y | +107.5% | +40.2% | +67.3% | +85.2% |
| 3Y | +226.8% | +249.6% | -22.8% | +129.6% |
| All | +226.8% | +249.7% | -23.0% | +129.6% |
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