+214.2%
GDX vs BB
-65.6%
+279.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -5.6% | +5.2% | +0.1% |
| 30D | +18.6% | -11.8% | +30.4% | +19.8% |
| 3M | +14.9% | -25.5% | +40.4% | +17.2% |
| 6M | -6.3% | +121.3% | -127.5% | -13.0% |
| YTD | +15.7% | +103.2% | -87.4% | +8.2% |
| 1Y | +54.8% | +102.6% | -47.8% | +44.4% |
| 3Y | +253.4% | +37.5% | +215.9% | +231.3% |
| 5Y | +219.7% | -30.4% | +250.1% | +208.0% |
| 10Y | +300.2% | 0.0% | +300.2% | +245.4% |
| All | +214.2% | -65.6% | +279.8% | +141.6% |
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