+389.6%
BE vs GDX
+48.1%
+341.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -3.9% | -3.6% |
| 7D | +23.9% | +1.9% | +22.0% | +22.1% |
| 30D | +27.8% | +9.9% | +17.9% | +18.3% |
| 3M | +3.7% | +28.2% | -24.5% | -15.5% |
| 6M | +78.0% | -2.9% | +80.9% | +77.3% |
| YTD | +209.9% | +16.0% | +193.9% | +154.6% |
| 1Y | +389.6% | +49.9% | +339.7% | +190.8% |
| All | +389.6% | +48.1% | +341.5% | +190.8% |
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 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