+169.7%
GDX vs BB
-58.0%
+227.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.7% |
| 7D | +0.7% | +7.3% | -6.6% | +0.1% |
| 30D | -3.8% | +11.2% | -15.0% | -4.7% |
| 3M | -5.4% | +4.7% | -10.1% | -6.1% |
| 6M | -12.7% | +51.1% | -63.8% | -16.4% |
| YTD | -0.7% | +148.0% | -148.7% | -8.9% |
| 1Y | +11.9% | +106.1% | -94.3% | +4.0% |
| 3Y | +223.9% | +158.2% | +65.7% | +189.5% |
| 5Y | +163.2% | -10.8% | +174.0% | +148.5% |
| 10Y | +349.2% | +29.3% | +319.9% | +277.8% |
| All | +169.7% | -58.0% | +227.7% | +103.5% |
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