+230.0%
GDX vs BHP
+125.4%
+104.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -2.0% |
| 7D | +4.0% | +1.3% | +2.7% | +3.1% |
| 30D | +9.5% | +4.0% | +5.5% | +7.0% |
| 3M | +25.1% | +12.3% | +12.8% | +16.8% |
| 6M | -2.9% | +30.8% | -33.8% | -16.7% |
| YTD | +14.7% | +58.8% | -44.0% | -10.9% |
| 1Y | +47.4% | +76.8% | -29.4% | +8.1% |
| 3Y | +259.7% | +87.5% | +172.2% | +152.0% |
| All | +230.0% | +125.4% | +104.6% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling