+310.1%
GDX vs BIL
+25.6%
+284.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +15.6% | +0.1% | +15.5% | +15.5% |
| 30D | +2.4% | 0.0% | +2.5% | +2.1% |
| 3M | +1.7% | +0.6% | +1.2% | +0.4% |
| 6M | -3.3% | +1.5% | -4.8% | -5.7% |
| YTD | +6.6% | +2.8% | +3.9% | +1.3% |
| 1Y | +27.0% | +3.3% | +23.6% | +19.2% |
| 3Y | +243.4% | +13.4% | +230.0% | +203.5% |
| 5Y | +194.2% | +19.8% | +174.4% | +155.0% |
| 10Y | +310.1% | +25.6% | +284.5% | +152.5% |
| All | +310.1% | +25.6% | +284.5% | +152.5% |
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