+319.2%
GDX vs BEN
+55.0%
+264.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.6% |
| 7D | +11.5% | +12.1% | -0.7% | +9.2% |
| 30D | -3.1% | +13.4% | -16.5% | -5.2% |
| 3M | -4.4% | +9.4% | -13.8% | -5.9% |
| 6M | -8.6% | +19.3% | -27.8% | -11.2% |
| YTD | +0.8% | +57.3% | -56.4% | -6.3% |
| 1Y | +14.7% | +69.1% | -54.5% | +5.4% |
| 3Y | +228.8% | +85.6% | +143.1% | +194.6% |
| 5Y | +173.4% | +32.9% | +140.4% | +150.7% |
| 10Y | +319.2% | +58.3% | +260.9% | +245.8% |
| All | +319.2% | +55.0% | +264.3% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling