+327.3%
GDX vs BMY
+57.0%
+270.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.9% |
| 7D | -4.6% | -1.3% | -3.3% | -4.4% |
| 30D | -6.2% | +10.0% | -16.2% | -7.2% |
| 3M | -10.0% | -1.2% | -8.9% | -10.0% |
| 6M | -15.8% | +12.8% | -28.6% | -17.1% |
| YTD | -4.6% | +20.7% | -25.3% | -6.7% |
| 1Y | +4.0% | +32.6% | -28.6% | +0.6% |
| 3Y | +211.1% | +41.8% | +169.3% | +195.0% |
| 5Y | +152.3% | +29.0% | +123.3% | +143.6% |
| All | +327.3% | +57.0% | +270.3% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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