+668.0%
BE vs GDX
+310.2%
+357.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +10.8% | -6.8% | +17.6% | +15.3% |
| 30D | -19.8% | -2.1% | -17.7% | -19.2% |
| 3M | -18.7% | -7.5% | -11.2% | -15.7% |
| 6M | -33.7% | -15.2% | -18.6% | -28.1% |
| YTD | +121.0% | -4.8% | +125.8% | +123.1% |
| 1Y | +85.4% | +6.7% | +78.7% | +76.9% |
| 3Y | +1,709.5% | +212.7% | +1,496.8% | +878.6% |
| 5Y | +462.2% | +151.7% | +310.5% | +228.6% |
| All | +668.0% | +310.2% | +357.8% | +418.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling