+259.7%
GDX vs BMY
+23.8%
+235.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | +4.0% | -3.3% | +7.3% | +4.2% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +25.1% | +17.7% | +7.4% | +23.9% |
| 6M | -2.9% | +9.6% | -12.6% | -3.5% |
| YTD | +14.7% | +24.0% | -9.2% | +13.8% |
| 1Y | +47.4% | +45.1% | +2.3% | +45.5% |
| 3Y | +259.7% | +22.5% | +237.2% | +277.3% |
| All | +259.7% | +23.8% | +235.9% | +277.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling