+185.4%
GDX vs B
+134.6%
+50.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.6% |
| 7D | +13.6% | +9.6% | +4.0% | +4.4% |
| 30D | +2.5% | +3.5% | -1.0% | -0.5% |
| 3M | +4.4% | -1.6% | +6.0% | +6.1% |
| 6M | -5.2% | -1.7% | -3.6% | -3.6% |
| YTD | +2.1% | -5.3% | +7.5% | +8.9% |
| 1Y | +24.7% | +27.2% | -2.5% | +1.9% |
| 3Y | +211.3% | +166.1% | +45.2% | +26.2% |
| All | +185.4% | +134.6% | +50.8% | +28.1% |
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 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