+214.2%
GDX vs BMY
+497.5%
-283.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | +18.6% | +5.0% | +13.6% | +17.5% |
| 3M | +14.9% | +19.4% | -4.5% | +10.7% |
| 6M | -6.3% | +9.5% | -15.8% | -8.2% |
| YTD | +15.7% | +28.1% | -12.3% | +9.9% |
| 1Y | +54.8% | +50.0% | +4.9% | +42.2% |
| 3Y | +253.4% | +24.1% | +229.4% | +231.9% |
| 5Y | +219.7% | +25.0% | +194.7% | +198.3% |
| 10Y | +300.2% | +68.7% | +231.5% | +237.2% |
| All | +214.2% | +497.5% | -283.3% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling