+349.2%
GDX vs BN
+281.2%
+67.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +0.7% | -2.4% | +3.1% | +1.4% |
| 30D | -3.8% | +13.5% | -17.3% | -6.8% |
| 3M | -5.4% | -5.9% | +0.5% | -4.0% |
| 6M | -12.7% | -8.9% | -3.8% | -10.6% |
| YTD | -0.7% | -7.9% | +7.2% | +1.2% |
| 1Y | +11.9% | -8.3% | +20.2% | +14.1% |
| 3Y | +223.9% | +100.8% | +123.1% | +173.3% |
| 5Y | +163.2% | +38.2% | +125.0% | +132.4% |
| 10Y | +349.2% | +302.3% | +46.8% | +206.8% |
| All | +349.2% | +281.2% | +67.9% | +206.8% |
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