+226.7%
GDX vs BBY
-1.6%
+228.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | -5.4% | +0.7% | -6.1% | -5.5% |
| 30D | +6.6% | +5.8% | +0.8% | +5.7% |
| 3M | +30.1% | +18.0% | +12.1% | +27.2% |
| 6M | -7.1% | +39.8% | -46.9% | -11.3% |
| YTD | +12.0% | +35.4% | -23.4% | +7.1% |
| 1Y | +41.2% | +21.4% | +19.8% | +36.9% |
| 3Y | +251.0% | +39.5% | +211.5% | +221.4% |
| 5Y | +226.7% | -0.5% | +227.2% | +202.5% |
| All | +226.7% | -1.6% | +228.4% | +202.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling