+213.5%
GDX vs BMY
+42.3%
+171.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.9% |
| 7D | -4.6% | -1.3% | -3.3% | -4.5% |
| 30D | -6.2% | +10.0% | -16.2% | -6.6% |
| 3M | -10.0% | -1.2% | -8.9% | -9.9% |
| 6M | -15.8% | +12.8% | -28.6% | -16.3% |
| YTD | -4.6% | +20.7% | -25.3% | -5.0% |
| 1Y | +4.0% | +32.6% | -28.6% | +3.4% |
| All | +213.5% | +42.3% | +171.2% | +211.3% |
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