+226.4%
GDX vs B
+174.1%
+52.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | 0.0% |
| 7D | +0.7% | -2.7% | +3.4% | +3.3% |
| 30D | -3.8% | -4.3% | +0.6% | +0.5% |
| 3M | -5.4% | -2.3% | -3.2% | -2.8% |
| 6M | -12.7% | -16.2% | +3.5% | +3.0% |
| YTD | -0.7% | -8.8% | +8.2% | +9.8% |
| 1Y | +11.9% | +11.4% | +0.5% | +4.3% |
| All | +226.4% | +174.1% | +52.3% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling