+227.7%
GDX vs BBWI
-66.8%
+294.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.3% | -0.6% |
| 7D | +4.0% | +1.6% | +2.4% | +3.8% |
| 30D | +9.5% | -6.2% | +15.7% | +9.9% |
| 3M | +25.1% | +4.3% | +20.8% | +24.2% |
| 6M | -2.9% | -7.2% | +4.2% | -3.0% |
| YTD | +14.7% | -3.0% | +17.8% | +13.9% |
| 1Y | +47.4% | -30.8% | +78.2% | +49.7% |
| 3Y | +259.7% | -43.4% | +303.1% | +266.7% |
| 5Y | +227.7% | -66.7% | +294.4% | +232.5% |
| All | +227.7% | -66.8% | +294.4% | +232.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling