+326.3%
GDX vs B
+216.6%
+109.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.4% |
| 7D | -6.8% | -7.3% | +0.5% | -0.1% |
| 30D | -2.1% | -3.3% | +1.2% | +1.2% |
| 3M | -7.5% | -7.8% | +0.3% | +0.1% |
| 6M | -15.2% | -15.5% | +0.4% | -0.4% |
| YTD | -4.8% | -12.3% | +7.4% | +8.8% |
| 1Y | +6.7% | +5.4% | +1.4% | +3.6% |
| 3Y | +212.7% | +165.5% | +47.2% | +30.4% |
| 5Y | +151.7% | +107.0% | +44.6% | +30.9% |
| All | +326.3% | +216.6% | +109.7% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling