+258.1%
GDX vs BG
+19.0%
+239.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +9.9% | +10.3% | -0.4% | +8.2% |
| 3M | +28.2% | -1.9% | +30.1% | +28.5% |
| 6M | -2.9% | +5.2% | -8.1% | -4.3% |
| YTD | +16.0% | +41.2% | -25.2% | +9.1% |
| 1Y | +49.9% | +50.5% | -0.6% | +39.6% |
| All | +258.1% | +19.0% | +239.1% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling