+24,440.0%
TSLA vs GDX
+86.7%
+24,353.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +1.5% | +0.7% | +0.7% | +1.3% |
| 30D | +3.4% | -3.8% | +7.1% | +3.9% |
| 3M | +17.4% | -5.4% | +22.9% | +18.3% |
| 6M | -12.2% | -12.7% | +0.5% | -10.5% |
| YTD | -13.1% | -0.7% | -12.4% | -14.2% |
| 1Y | -11.1% | +11.9% | -23.0% | -14.2% |
| 3Y | +82.1% | +223.9% | -141.8% | +42.9% |
| 5Y | +10.3% | +163.2% | -152.9% | -11.9% |
| 10Y | +3,009.1% | +349.2% | +2,660.0% | +2,186.1% |
| All | +24,440.0% | +86.7% | +24,353.2% | +21,748.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling