+4.6%
TSLA vs GDX
+55.3%
-50.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.3% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +10.1% | +18.6% | -8.5% | +4.7% |
| 3M | -15.4% | +14.9% | -30.3% | -19.2% |
| 6M | -12.8% | -6.3% | -6.5% | -13.9% |
| YTD | -21.3% | +15.7% | -37.0% | -27.0% |
| 1Y | +4.6% | +54.8% | -50.2% | -10.9% |
| All | +4.6% | +55.3% | -50.8% | -10.9% |
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