+228.9%
GDX vs B
+153.8%
+75.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 3M | +14.9% | +5.0% | +9.9% | +10.0% |
| 6M | -6.3% | -3.5% | -2.7% | -2.9% |
| YTD | +15.7% | +4.5% | +11.3% | +12.3% |
| 1Y | +54.8% | +67.8% | -12.9% | -2.8% |
| 3Y | +253.4% | +196.7% | +56.7% | +29.6% |
| All | +228.9% | +153.8% | +75.0% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling