+54.8%
GDX vs BG
+50.1%
+4.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -0.4% | +2.8% | -3.2% | -0.8% |
| 30D | +18.6% | +12.0% | +6.6% | +16.1% |
| 3M | +14.9% | -7.7% | +22.6% | +17.3% |
| 6M | -6.3% | +4.5% | -10.7% | -9.0% |
| YTD | +15.7% | +35.7% | -20.0% | +7.2% |
| 1Y | +54.8% | +50.1% | +4.8% | +43.3% |
| All | +54.8% | +50.1% | +4.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling