+315.3%
GDX vs BB
+2.1%
+313.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +1.9% | +1.8% | 0.0% | +1.8% |
| 30D | +9.9% | -12.2% | +22.2% | +10.6% |
| 3M | +28.2% | -12.3% | +40.5% | +28.7% |
| 6M | -2.9% | +122.7% | -125.6% | -7.3% |
| YTD | +16.0% | +104.5% | -88.5% | +11.2% |
| 1Y | +49.9% | +106.7% | -56.8% | +43.5% |
| 3Y | +263.6% | +70.0% | +193.6% | +245.2% |
| 5Y | +233.6% | -27.8% | +261.3% | +213.1% |
| 10Y | +315.3% | +2.4% | +313.0% | +318.0% |
| All | +315.3% | +2.1% | +313.2% | +318.0% |
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