+189.5%
GDX vs BB
-58.8%
+248.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.1% | +3.9% |
| 7D | +15.6% | +15.0% | +0.6% | +14.2% |
| 30D | +2.4% | +3.5% | -1.0% | +2.1% |
| 3M | +1.7% | +2.7% | -0.9% | +1.2% |
| 6M | -3.3% | +44.7% | -48.0% | -7.1% |
| YTD | +6.6% | +143.3% | -136.6% | -2.1% |
| 1Y | +27.0% | +102.2% | -75.2% | +18.2% |
| 3Y | +243.4% | +156.1% | +87.3% | +207.2% |
| 5Y | +194.2% | -17.6% | +211.8% | +179.2% |
| 10Y | +310.1% | +29.0% | +281.2% | +244.9% |
| All | +189.5% | -58.8% | +248.3% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling