+2,650.1%
TSLA vs GDX
+308.1%
+2,342.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.4% |
| 7D | -3.4% | -5.4% | +2.0% | -2.2% |
| 30D | +9.2% | +6.6% | +2.7% | +7.6% |
| 3M | -4.7% | +30.1% | -34.8% | -10.5% |
| 6M | -8.9% | -7.1% | -1.8% | -8.2% |
| YTD | -19.2% | +12.0% | -31.1% | -22.4% |
| 1Y | +4.5% | +41.2% | -36.7% | -5.0% |
| 3Y | +46.3% | +251.0% | -204.7% | +6.7% |
| 5Y | +48.1% | +226.7% | -178.6% | +6.8% |
| All | +2,650.1% | +308.1% | +2,342.0% | +1,949.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling