+48.2%
TSLA vs GDX
+259.1%
-210.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.8% | +4.2% |
| 7D | +3.4% | +4.0% | -0.6% | +2.4% |
| 30D | +12.0% | +9.5% | +2.6% | +9.5% |
| 3M | -10.0% | +25.1% | -35.1% | -15.1% |
| 6M | -7.2% | -2.9% | -4.3% | -8.0% |
| YTD | -18.1% | +14.7% | -32.9% | -22.3% |
| 1Y | +6.3% | +47.4% | -41.1% | -4.8% |
| 3Y | +48.2% | +259.7% | -211.5% | +5.6% |
| All | +48.2% | +259.1% | -210.9% | +5.6% |
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