+3,009.1%
TSLA vs GDX
+314.5%
+2,694.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.3% |
| 7D | +1.5% | +0.7% | +0.7% | +1.2% |
| 30D | +3.4% | -3.8% | +7.1% | +4.0% |
| 3M | +17.4% | -5.4% | +22.9% | +18.5% |
| 6M | -12.2% | -12.7% | +0.5% | -10.1% |
| YTD | -13.1% | -0.7% | -12.4% | -14.6% |
| 1Y | -11.1% | +11.9% | -23.0% | -15.0% |
| 3Y | +82.1% | +223.9% | -141.8% | +33.7% |
| 5Y | +10.3% | +163.2% | -152.9% | -17.4% |
| 10Y | +3,009.1% | +349.2% | +2,660.0% | +2,233.4% |
| All | +3,009.1% | +314.5% | +2,694.7% | +2,233.4% |
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