-15.2%
GDX vs BG
-19.2%
+4.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | 0.0% |
| 7D | -6.8% | +2.6% | -9.4% | -6.5% |
| 30D | -2.1% | -6.7% | +4.6% | -3.9% |
| 3M | -7.5% | -9.3% | +1.7% | -9.3% |
| 6M | -15.2% | -18.3% | +3.2% | -20.3% |
| All | -15.2% | -19.2% | +4.1% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling