+22,131.9%
TSLA vs GDX
+117.5%
+22,014.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.5% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | +10.1% | +18.6% | -8.5% | +6.6% |
| 3M | -15.4% | +14.9% | -30.3% | -17.8% |
| 6M | -12.8% | -6.3% | -6.5% | -12.3% |
| YTD | -21.3% | +15.7% | -37.0% | -24.3% |
| 1Y | +4.6% | +54.8% | -50.2% | -4.8% |
| 3Y | +44.5% | +253.4% | -208.9% | +11.7% |
| 5Y | +44.8% | +219.7% | -174.9% | +11.7% |
| 10Y | +2,585.4% | +300.2% | +2,285.2% | +1,887.7% |
| All | +22,131.9% | +117.5% | +22,014.4% | +19,188.3% |
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