+245.7%
GDX vs BKNG
+41.2%
+204.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | -5.4% | -10.7% | +5.3% | -4.4% |
| 30D | +6.6% | -18.1% | +24.7% | +8.4% |
| 3M | +30.1% | +8.5% | +21.6% | +29.5% |
| 6M | -7.1% | -0.1% | -7.0% | -7.1% |
| YTD | +12.0% | -18.2% | +30.2% | +13.5% |
| 1Y | +41.2% | -19.9% | +61.1% | +43.4% |
| All | +245.7% | +41.2% | +204.5% | +225.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling