+296.0%
GDX vs BHP
+496.8%
-200.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.2% | -3.6% | +1.4% | -0.4% |
| 30D | +6.8% | -1.2% | +7.9% | +7.6% |
| 3M | +24.9% | +1.2% | +23.7% | +24.7% |
| 6M | -4.2% | +21.4% | -25.6% | -11.8% |
| YTD | +13.2% | +50.4% | -37.2% | -4.8% |
| 1Y | +40.2% | +67.5% | -27.3% | +12.5% |
| 3Y | +249.6% | +72.8% | +176.8% | +174.1% |
| 5Y | +230.4% | +112.6% | +117.8% | +135.9% |
| All | +296.0% | +496.8% | -200.9% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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