+211.5%
GDX vs BDX
+448.9%
-237.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | 0.0% |
| 7D | +4.0% | -4.3% | +8.2% | +5.2% |
| 30D | +9.5% | +1.3% | +8.2% | +9.2% |
| 3M | +25.1% | +20.2% | +4.8% | +18.5% |
| 6M | -2.9% | +8.6% | -11.5% | -5.5% |
| YTD | +14.7% | +19.0% | -4.2% | +8.7% |
| 1Y | +47.4% | +21.2% | +26.2% | +38.7% |
| 3Y | +259.7% | -9.7% | +269.4% | +263.9% |
| 5Y | +227.7% | -3.4% | +231.1% | +222.6% |
| 10Y | +289.0% | +53.9% | +235.1% | +212.4% |
| All | +211.5% | +448.9% | -237.4% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling