+226.7%
GDX vs BG
+88.4%
+138.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.6% |
| 7D | -5.4% | +3.7% | -9.1% | -6.0% |
| 30D | +6.6% | +12.3% | -5.8% | +4.2% |
| 3M | +30.1% | -2.2% | +32.3% | +30.3% |
| 6M | -7.1% | +5.3% | -12.4% | -8.6% |
| YTD | +12.0% | +42.4% | -30.4% | +4.1% |
| 1Y | +41.2% | +55.2% | -14.0% | +29.0% |
| 3Y | +251.0% | +21.0% | +230.0% | +232.5% |
| 5Y | +226.7% | +87.1% | +139.6% | +193.1% |
| All | +226.7% | +88.4% | +138.4% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling