+38.7%
GDX vs BKNG
-19.9%
+58.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -5.4% | -10.7% | +5.3% | -4.9% |
| 30D | +6.6% | -18.1% | +24.7% | +7.5% |
| 3M | +30.1% | +8.5% | +21.6% | +31.2% |
| 6M | -7.1% | -0.1% | -7.0% | -6.7% |
| YTD | +12.0% | -18.2% | +30.2% | +9.2% |
| All | +38.7% | -19.9% | +58.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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