+326.3%
GDX vs BN
+290.8%
+35.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -6.8% | -1.0% | -5.8% | -6.5% |
| 30D | -2.1% | +14.0% | -16.1% | -5.3% |
| 3M | -7.5% | -9.0% | +1.5% | -5.3% |
| 6M | -15.2% | -8.8% | -6.3% | -13.1% |
| YTD | -4.8% | -10.3% | +5.4% | -2.3% |
| 1Y | +6.7% | -5.8% | +12.5% | +8.3% |
| 3Y | +212.7% | +94.8% | +118.0% | +166.0% |
| 5Y | +151.7% | +31.5% | +120.2% | +124.5% |
| All | +326.3% | +290.8% | +35.4% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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