+49.9%
GDX vs BN
-12.4%
+62.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.1% |
| 7D | +1.9% | -3.0% | +4.9% | +3.6% |
| 30D | +9.9% | -13.0% | +22.9% | +18.2% |
| 3M | +28.2% | -15.2% | +43.4% | +39.9% |
| 6M | -2.9% | -5.9% | +3.0% | +0.8% |
| YTD | +16.0% | -15.8% | +31.8% | +23.4% |
| 1Y | +49.9% | -12.2% | +62.1% | +55.4% |
| All | +49.9% | -12.4% | +62.3% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling