+173.8%
GDX vs BBWI
+156.3%
+17.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | +11.5% | -4.2% | +15.7% | +11.9% |
| 30D | -3.1% | +24.9% | -28.0% | -5.2% |
| 3M | -4.4% | +13.2% | -17.6% | -5.9% |
| 6M | -8.6% | +12.1% | -20.7% | -10.2% |
| YTD | +0.8% | +11.1% | -10.2% | -1.4% |
| 1Y | +14.7% | +0.7% | +13.9% | +12.6% |
| 3Y | +228.8% | -23.8% | +252.5% | +225.0% |
| 5Y | +173.4% | -66.9% | +240.3% | +186.4% |
| 10Y | +319.2% | -45.3% | +364.6% | +301.9% |
| All | +173.8% | +156.3% | +17.4% | +63.3% |
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