+296.0%
GDX vs BIIB
-26.2%
+322.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | +6.8% | +4.0% | +2.8% | +6.4% |
| 3M | +24.9% | +8.6% | +16.3% | +24.0% |
| 6M | -4.2% | +14.0% | -18.2% | -5.4% |
| YTD | +13.2% | +23.4% | -10.2% | +11.0% |
| 1Y | +40.2% | +45.9% | -5.7% | +35.5% |
| 3Y | +249.6% | -16.1% | +265.7% | +251.9% |
| 5Y | +230.4% | -27.6% | +257.9% | +231.0% |
| All | +296.0% | -26.2% | +322.2% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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