+296.0%
GDX vs BBY
+252.7%
+43.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.8% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | +6.8% | +9.4% | -2.6% | +5.6% |
| 3M | +24.9% | +19.3% | +5.6% | +22.2% |
| 6M | -4.2% | +47.9% | -52.1% | -8.8% |
| YTD | +13.2% | +39.6% | -26.4% | +8.2% |
| 1Y | +40.2% | +22.2% | +18.0% | +36.0% |
| 3Y | +249.6% | +45.0% | +204.6% | +225.0% |
| 5Y | +230.4% | +2.6% | +227.8% | +214.0% |
| All | +296.0% | +252.7% | +43.3% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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