+214.2%
GDX vs BBWI
+131.0%
+83.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.5% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | +18.6% | -5.2% | +23.8% | +19.0% |
| 3M | +14.9% | +11.1% | +3.8% | +13.3% |
| 6M | -6.3% | -13.4% | +7.1% | -5.7% |
| YTD | +15.7% | +0.1% | +15.6% | +14.5% |
| 1Y | +54.8% | -36.1% | +91.0% | +58.9% |
| 3Y | +253.4% | -44.1% | +297.5% | +260.4% |
| 5Y | +219.7% | -66.2% | +285.9% | +234.5% |
| 10Y | +300.2% | -54.8% | +355.0% | +294.1% |
| All | +214.2% | +131.0% | +83.2% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling