+259.7%
GDX vs BIIB
-19.0%
+278.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.4% |
| 7D | +4.0% | -1.6% | +5.6% | +4.2% |
| 30D | +9.5% | +2.2% | +7.3% | +9.3% |
| 3M | +25.1% | +10.3% | +14.8% | +23.4% |
| 6M | -2.9% | +14.9% | -17.9% | -5.0% |
| YTD | +14.7% | +20.7% | -6.0% | +11.2% |
| 1Y | +47.4% | +50.3% | -2.9% | +37.0% |
| 3Y | +259.7% | -18.0% | +277.6% | +330.6% |
| All | +259.7% | -19.0% | +278.6% | +330.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling