+249.6%
GDX vs BBIO
+154.4%
+95.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -1.8% |
| 30D | +6.8% | -13.6% | +20.3% | +8.5% |
| 3M | +24.9% | +7.2% | +17.7% | +24.0% |
| 6M | -4.2% | +1.5% | -5.7% | -4.4% |
| YTD | +13.2% | -5.3% | +18.5% | +13.3% |
| 1Y | +40.2% | +37.7% | +2.5% | +36.0% |
| 3Y | +249.6% | +153.9% | +95.7% | +212.3% |
| All | +249.6% | +154.4% | +95.2% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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