+224.1%
GDX vs BLK
+32.0%
+192.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -2.2% | -3.3% | +1.1% | -0.9% |
| 30D | +6.8% | -6.5% | +13.3% | +9.4% |
| 3M | +24.9% | +6.7% | +18.2% | +21.7% |
| 6M | -4.2% | +14.7% | -18.9% | -8.8% |
| YTD | +13.2% | +2.5% | +10.7% | +11.5% |
| 1Y | +40.2% | -2.8% | +43.0% | +40.7% |
| 3Y | +249.6% | +65.9% | +183.7% | +186.3% |
| All | +224.1% | +32.0% | +192.1% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling