+85.4%
BE vs GDX
+3.5%
+82.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | +10.8% | -6.8% | +17.6% | +16.4% |
| 30D | -19.8% | -2.1% | -17.7% | -18.9% |
| 3M | -18.7% | -7.5% | -11.2% | -14.9% |
| 6M | -33.7% | -15.2% | -18.6% | -27.8% |
| YTD | +121.0% | -4.8% | +125.8% | +104.8% |
| 1Y | +85.4% | +6.7% | +78.7% | +40.8% |
| All | +85.4% | +3.5% | +82.0% | +40.8% |
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