+158.4%
GDX vs BIIB
+458.6%
-300.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -6.8% | +2.0% | -8.8% | -7.0% |
| 30D | -2.1% | +8.8% | -10.9% | -3.2% |
| 3M | -7.5% | +20.3% | -27.8% | -9.7% |
| 6M | -15.2% | +23.9% | -39.1% | -17.6% |
| YTD | -4.8% | +44.0% | -48.8% | -9.6% |
| 1Y | +6.7% | +53.8% | -47.1% | +0.5% |
| 3Y | +212.7% | +13.8% | +198.9% | +203.8% |
| 5Y | +151.7% | -6.3% | +157.9% | +147.4% |
| 10Y | +330.3% | -20.6% | +350.9% | +304.1% |
| All | +158.4% | +458.6% | -300.2% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling