+21.5%
BX vs GDXJ
+281.5%
-259.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -2.1% |
| 7D | -8.9% | -6.2% | -2.7% | -7.9% |
| 30D | -14.8% | +4.6% | -19.4% | -15.6% |
| 3M | +6.9% | +31.3% | -24.3% | +1.7% |
| 6M | +16.3% | -10.7% | +27.0% | +16.9% |
| YTD | -16.1% | +9.1% | -25.2% | -19.2% |
| 1Y | -26.8% | +44.1% | -70.9% | -33.8% |
| All | +21.5% | +281.5% | -259.9% | -20.4% |
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