+40.2%
GDX vs BBY
+24.8%
+15.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.9% |
| 7D | -2.2% | +0.6% | -2.8% | -2.2% |
| 30D | +6.8% | +9.4% | -2.6% | +5.9% |
| 3M | +24.9% | +19.3% | +5.6% | +22.9% |
| 6M | -4.2% | +47.9% | -52.1% | -7.6% |
| YTD | +13.2% | +39.6% | -26.4% | +10.1% |
| 1Y | +40.2% | +22.2% | +18.0% | +38.5% |
| All | +40.2% | +24.8% | +15.4% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling