+55.3%
BE vs GDX
+22.9%
+32.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.0% | -15.4% | -12.6% |
| 7D | -12.1% | +0.8% | -12.9% | -13.1% |
| 30D | -30.1% | -3.2% | -26.9% | -28.5% |
| 3M | -12.1% | +8.6% | -20.7% | -18.9% |
| 6M | -30.6% | -1.2% | -29.3% | -31.6% |
| YTD | +130.6% | -1.4% | +132.0% | +100.7% |
| 1Y | +55.3% | +24.8% | +30.5% | -12.7% |
| All | +55.3% | +22.9% | +32.4% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling