+296.0%
GDX vs BG
+166.7%
+129.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | -2.2% | +3.1% | -5.3% | -2.7% |
| 30D | +6.8% | +10.2% | -3.5% | +5.0% |
| 3M | +24.9% | -1.7% | +26.6% | +24.9% |
| 6M | -4.2% | +1.0% | -5.2% | -4.9% |
| YTD | +13.2% | +39.9% | -26.7% | +6.8% |
| 1Y | +40.2% | +53.2% | -13.0% | +30.2% |
| 3Y | +249.6% | +16.3% | +233.3% | +235.4% |
| 5Y | +230.4% | +83.9% | +146.5% | +193.5% |
| All | +296.0% | +166.7% | +129.3% | +200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling