+1,784.6%
BE vs GDX
+259.1%
+1,525.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.9% | +10.5% | +10.2% |
| 7D | +29.8% | +4.0% | +25.8% | +26.6% |
| 30D | +26.4% | +9.5% | +16.9% | +18.6% |
| 3M | +9.3% | +25.1% | -15.8% | -6.3% |
| 6M | +105.1% | -2.9% | +108.0% | +103.5% |
| YTD | +219.0% | +14.7% | +204.3% | +184.4% |
| 1Y | +418.8% | +47.4% | +371.3% | +304.3% |
| 3Y | +1,784.6% | +259.7% | +1,524.9% | +660.9% |
| All | +1,784.6% | +259.1% | +1,525.5% | +660.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling