+296.0%
GDX vs BKR
+125.3%
+170.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -2.2% | -7.0% | +4.8% | -0.8% |
| 30D | +6.8% | -8.1% | +14.9% | +8.4% |
| 3M | +24.9% | -6.6% | +31.6% | +26.3% |
| 6M | -4.2% | +0.9% | -5.1% | -4.6% |
| YTD | +13.2% | +31.1% | -17.9% | +7.7% |
| 1Y | +40.2% | +27.7% | +12.5% | +33.8% |
| 3Y | +249.6% | +71.2% | +178.4% | +212.5% |
| 5Y | +230.4% | +177.6% | +52.7% | +171.7% |
| All | +296.0% | +125.3% | +170.7% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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