+260.9%
GDX vs B
+198.7%
+62.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.2% |
| 7D | -0.4% | -1.6% | +1.2% | +1.1% |
| 30D | +18.6% | +9.4% | +9.2% | +9.1% |
| 3M | +14.9% | +5.0% | +9.9% | +10.0% |
| 6M | -6.3% | -3.5% | -2.7% | -3.2% |
| YTD | +15.7% | +4.5% | +11.3% | +12.5% |
| 1Y | +54.8% | +67.8% | -12.9% | -0.7% |
| All | +260.9% | +198.7% | +62.1% | +34.6% |
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