+214.2%
GDX vs BN
+892.9%
-678.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.4% | -2.5% | +2.1% | +0.4% |
| 30D | +18.6% | -9.5% | +28.1% | +22.4% |
| 3M | +14.9% | -10.4% | +25.3% | +19.0% |
| 6M | -6.3% | -6.4% | +0.1% | -4.1% |
| YTD | +15.7% | -11.9% | +27.6% | +20.2% |
| 1Y | +54.8% | -8.6% | +63.5% | +58.8% |
| 3Y | +253.4% | +77.6% | +175.9% | +188.9% |
| 5Y | +219.7% | +37.0% | +182.6% | +176.9% |
| 10Y | +300.2% | +266.4% | +33.8% | +133.6% |
| All | +214.2% | +892.9% | -678.8% | -6.9% |
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 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