+177.3%
GDX vs B
+89.4%
+87.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +1.7% |
| 7D | +13.6% | +9.6% | +4.0% | +4.9% |
| 30D | +2.5% | +3.5% | -1.0% | -0.3% |
| 3M | +4.4% | -1.6% | +6.0% | +6.2% |
| 6M | -5.2% | -1.7% | -3.6% | -3.4% |
| YTD | +2.1% | -5.3% | +7.5% | +8.9% |
| 1Y | +24.7% | +27.2% | -2.5% | +2.6% |
| 3Y | +211.3% | +166.1% | +45.2% | +32.1% |
| 5Y | +186.7% | +136.5% | +50.2% | +35.1% |
| 10Y | +285.3% | +172.2% | +113.1% | +57.7% |
| All | +177.3% | +89.4% | +87.8% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling