+326.3%
GDX vs BBWI
-47.4%
+373.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -2.1% | +12.9% | -15.0% | -2.7% |
| 3M | -7.5% | +16.0% | -23.5% | -8.3% |
| 6M | -15.2% | +16.6% | -31.8% | -16.0% |
| YTD | -4.8% | +9.7% | -14.6% | -5.8% |
| 1Y | +6.7% | +1.5% | +5.2% | +5.8% |
| 3Y | +212.7% | -21.4% | +234.1% | +211.6% |
| 5Y | +151.7% | -67.6% | +219.2% | +153.6% |
| All | +326.3% | -47.4% | +373.7% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling