+227.7%
GDX vs BB
-27.1%
+254.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | +4.0% | +0.5% | +3.4% | +3.9% |
| 30D | +9.5% | -12.4% | +21.8% | +11.4% |
| 3M | +25.1% | -15.3% | +40.4% | +26.9% |
| 6M | -2.9% | +128.8% | -131.7% | -15.9% |
| YTD | +14.7% | +107.7% | -92.9% | +0.9% |
| 1Y | +47.4% | +103.9% | -56.5% | +29.2% |
| 3Y | +259.7% | +72.6% | +187.1% | +209.2% |
| 5Y | +227.7% | -24.3% | +251.9% | +189.9% |
| All | +227.7% | -27.1% | +254.7% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling