+289.0%
GDX vs BIL
+25.3%
+263.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +9.5% | +0.3% | +9.2% | +9.2% |
| 3M | +25.1% | +0.9% | +24.2% | +24.3% |
| 6M | -2.9% | +1.8% | -4.7% | -4.7% |
| YTD | +14.7% | +2.5% | +12.3% | +11.5% |
| 1Y | +47.4% | +3.7% | +43.7% | +40.8% |
| 3Y | +259.7% | +14.1% | +245.6% | +254.9% |
| 5Y | +227.7% | +19.4% | +208.2% | +233.1% |
| 10Y | +289.0% | +25.3% | +263.7% | +243.1% |
| All | +289.0% | +25.3% | +263.7% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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