+349.2%
GDX vs BIL
+25.6%
+323.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.7% | +0.1% | +0.6% | +0.8% |
| 30D | -3.8% | 0.0% | -3.8% | -4.0% |
| 3M | -5.4% | +0.6% | -6.1% | -6.2% |
| 6M | -12.7% | +1.5% | -14.2% | -13.8% |
| YTD | -0.7% | +2.8% | -3.4% | -3.5% |
| 1Y | +11.9% | +3.3% | +8.5% | +7.9% |
| 3Y | +223.9% | +13.4% | +210.5% | +220.4% |
| 5Y | +163.2% | +19.8% | +143.4% | +173.6% |
| 10Y | +349.2% | +25.7% | +323.4% | +298.2% |
| All | +349.2% | +25.6% | +323.5% | +298.2% |
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