-21.0%
BSX vs GDXJ
+281.5%
-302.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.2% | -3.8% |
| 7D | -8.2% | -6.2% | -2.0% | -7.8% |
| 30D | -15.8% | +4.6% | -20.4% | -16.1% |
| 3M | -10.8% | +31.3% | -42.1% | -12.8% |
| 6M | -38.4% | -10.7% | -27.7% | -38.0% |
| YTD | -54.8% | +9.1% | -63.9% | -55.5% |
| 1Y | -59.0% | +44.1% | -103.2% | -61.0% |
| All | -21.0% | +281.5% | -302.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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