+214.2%
GDX vs BBY
+205.0%
+9.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.6% |
| 7D | -0.4% | +9.5% | -9.9% | -1.6% |
| 30D | +18.6% | +6.8% | +11.8% | +17.5% |
| 3M | +14.9% | +28.9% | -14.0% | +10.9% |
| 6M | -6.3% | +37.8% | -44.1% | -10.5% |
| YTD | +15.7% | +38.7% | -23.0% | +10.1% |
| 1Y | +54.8% | +23.7% | +31.1% | +49.4% |
| 3Y | +253.4% | +39.1% | +214.3% | +228.9% |
| 5Y | +219.7% | -0.4% | +220.1% | +205.8% |
| 10Y | +300.2% | +234.0% | +66.2% | +215.8% |
| All | +214.2% | +205.0% | +9.2% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling