+203.9%
GDX vs BKR
+57.2%
+146.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.7% | +3.2% | -1.4% |
| 7D | -5.4% | -6.7% | +1.3% | -3.4% |
| 30D | +6.6% | -8.3% | +14.9% | +9.4% |
| 3M | +30.1% | -5.4% | +35.5% | +31.9% |
| 6M | -7.1% | +0.8% | -7.9% | -8.0% |
| YTD | +12.0% | +31.8% | -19.9% | +2.2% |
| 1Y | +41.2% | +28.6% | +12.6% | +29.5% |
| 3Y | +251.0% | +71.2% | +179.8% | +186.8% |
| 5Y | +226.7% | +179.2% | +47.5% | +121.5% |
| 10Y | +301.0% | +124.0% | +177.0% | +152.3% |
| All | +203.9% | +57.2% | +146.8% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling