+326.3%
GDX vs BB
+21.8%
+304.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -6.8% | +1.8% | -8.6% | -6.9% |
| 30D | -2.1% | +8.1% | -10.3% | -2.6% |
| 3M | -7.5% | -1.0% | -6.5% | -7.6% |
| 6M | -15.2% | +45.9% | -61.1% | -17.2% |
| YTD | -4.8% | +134.8% | -139.6% | -9.4% |
| 1Y | +6.7% | +104.6% | -97.9% | +2.2% |
| 3Y | +212.7% | +152.8% | +59.9% | +193.3% |
| 5Y | +151.7% | -17.4% | +169.1% | +133.9% |
| All | +326.3% | +21.8% | +304.5% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling