+40.2%
GDX vs BLK
-0.2%
+40.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.2% |
| 7D | -2.2% | -3.3% | +1.1% | -0.3% |
| 30D | +6.8% | -6.5% | +13.3% | +10.7% |
| 3M | +24.9% | +6.7% | +18.2% | +19.7% |
| 6M | -4.2% | +14.7% | -18.9% | -10.8% |
| YTD | +13.2% | +2.5% | +10.7% | +8.1% |
| 1Y | +40.2% | -2.8% | +43.0% | +37.6% |
| All | +40.2% | -0.2% | +40.4% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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