+310.9%
GDX vs BN
+264.9%
+46.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.2% |
| 7D | +4.0% | -1.2% | +5.1% | +4.3% |
| 30D | +9.5% | -10.9% | +20.4% | +12.8% |
| 3M | +25.1% | -11.1% | +36.2% | +29.0% |
| 6M | -2.9% | -4.4% | +1.4% | -1.6% |
| YTD | +14.7% | -14.1% | +28.9% | +19.1% |
| 1Y | +47.4% | -11.1% | +58.5% | +51.6% |
| 3Y | +259.7% | +75.6% | +184.1% | +210.7% |
| 5Y | +227.7% | +35.8% | +191.9% | +191.7% |
| All | +310.9% | +264.9% | +46.0% | +156.7% |
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