-13.3%
TSLA vs GDX
+22.9%
-36.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.0% | -12.3% | -6.0% |
| 7D | -4.7% | +0.8% | -5.5% | -5.1% |
| 30D | +1.7% | -3.2% | +4.9% | +2.5% |
| 3M | +17.7% | +8.6% | +9.1% | +14.3% |
| 6M | -1.9% | -1.2% | -0.6% | -2.2% |
| YTD | -14.3% | -1.4% | -13.0% | -19.5% |
| 1Y | -13.3% | +24.8% | -38.1% | -29.6% |
| All | -13.3% | +22.9% | -36.2% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling