+177.3%
GDX vs BN
+921.2%
-743.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +13.6% | +5.3% | +8.3% | +11.8% |
| 30D | +2.5% | +11.9% | -9.4% | -1.1% |
| 3M | +4.4% | -5.7% | +10.1% | +6.3% |
| 6M | -5.2% | -10.6% | +5.4% | -1.8% |
| YTD | +2.1% | -9.4% | +11.5% | +5.2% |
| 1Y | +24.7% | -8.8% | +33.5% | +28.1% |
| 3Y | +211.3% | +95.6% | +115.6% | +147.5% |
| 5Y | +186.7% | +30.2% | +156.5% | +152.2% |
| 10Y | +285.3% | +277.0% | +8.3% | +122.7% |
| All | +177.3% | +921.2% | -743.9% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling