+212.7%
GDX vs BDX
+25.0%
+187.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -6.8% | +2.9% | -9.7% | -7.3% |
| 30D | -2.1% | +15.4% | -17.5% | -4.9% |
| 3M | -7.5% | +20.5% | -28.0% | -10.8% |
| 6M | -15.2% | +53.2% | -68.3% | -21.7% |
| YTD | -4.8% | +45.7% | -50.5% | -11.1% |
| 1Y | +6.7% | +47.3% | -40.5% | -0.5% |
| 3Y | +212.7% | +25.1% | +187.7% | +206.1% |
| All | +212.7% | +25.0% | +187.8% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 3y: compounded portfolio wealth divided by compounded BDX 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…
3y analysis · Full analysis span regression · 6 months rolling