+158.4%
GDX vs BHP
+473.1%
-314.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.4% |
| 7D | -6.8% | -0.5% | -6.3% | -6.5% |
| 30D | -2.1% | -4.5% | +2.4% | +0.6% |
| 3M | -7.5% | -6.9% | -0.6% | -3.4% |
| 6M | -15.2% | -10.6% | -4.6% | -9.1% |
| YTD | -4.8% | +37.2% | -42.0% | -17.5% |
| 1Y | +6.7% | +48.0% | -41.3% | -11.0% |
| 3Y | +212.7% | +52.6% | +160.2% | +153.7% |
| 5Y | +151.7% | +116.5% | +35.2% | +66.6% |
| 10Y | +330.3% | +334.9% | -4.6% | +77.5% |
| All | +158.4% | +473.1% | -314.7% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling