+243.4%
GDX vs BB
+145.9%
+97.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.1% | +3.6% |
| 7D | +15.6% | +15.0% | +0.6% | +13.2% |
| 30D | +2.4% | +3.5% | -1.0% | +1.8% |
| 3M | +1.7% | +2.7% | -0.9% | +0.8% |
| 6M | -3.3% | +44.7% | -48.0% | -9.6% |
| YTD | +6.6% | +143.3% | -136.6% | -8.2% |
| 1Y | +27.0% | +102.2% | -75.2% | +11.9% |
| 3Y | +243.4% | +156.1% | +87.3% | +178.2% |
| All | +243.4% | +145.9% | +97.5% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling