+360.5%
BE vs GDX
+55.3%
+305.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +8.9% |
| 7D | +20.0% | -0.4% | +20.4% | +20.1% |
| 30D | +7.9% | +18.6% | -10.7% | -6.2% |
| 3M | -13.2% | +14.9% | -28.1% | -23.2% |
| 6M | +53.5% | -6.3% | +59.7% | +57.7% |
| YTD | +191.0% | +15.7% | +175.3% | +140.3% |
| 1Y | +360.5% | +54.8% | +305.7% | +166.2% |
| All | +360.5% | +55.3% | +305.2% | +166.2% |
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