+211.3%
GDX vs BIL
+13.1%
+198.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +13.6% | -0.3% | +13.9% | +13.8% |
| 30D | +2.5% | 0.0% | +2.5% | +1.5% |
| 3M | +4.4% | +0.3% | +4.1% | +3.1% |
| 6M | -5.2% | +1.2% | -6.5% | -7.8% |
| YTD | +2.1% | +2.5% | -0.3% | -5.2% |
| 1Y | +24.7% | +3.0% | +21.7% | +12.4% |
| 3Y | +211.3% | +13.2% | +198.1% | +44.2% |
| All | +211.3% | +13.1% | +198.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling