+54.8%
GDX vs BIYA
-98.3%
+153.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.4% |
| 30D | +18.6% | -21.0% | +39.6% | +18.0% |
| 3M | +14.9% | -74.3% | +89.2% | +13.8% |
| 6M | -6.3% | -84.6% | +78.4% | -4.1% |
| YTD | +15.7% | -94.2% | +109.9% | +16.6% |
| 1Y | +54.8% | -98.2% | +153.1% | +65.5% |
| All | +54.8% | -98.3% | +153.2% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling