+224.1%
GDX vs BBIO
+42.7%
+181.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -2.0% |
| 30D | +6.8% | -13.6% | +20.3% | +7.5% |
| 3M | +24.9% | +7.2% | +17.7% | +24.5% |
| 6M | -4.2% | +1.5% | -5.7% | -4.3% |
| YTD | +13.2% | -5.3% | +18.5% | +13.3% |
| 1Y | +40.2% | +37.7% | +2.5% | +38.0% |
| 3Y | +249.6% | +153.9% | +95.7% | +232.2% |
| All | +224.1% | +42.7% | +181.4% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling