+131.8%
GDX vs BND
+74.6%
+57.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.8% | -1.4% | -5.4% | -4.8% |
| 30D | -2.1% | +0.6% | -2.7% | -2.8% |
| 3M | -7.5% | -1.6% | -5.9% | -5.2% |
| 6M | -15.2% | -1.5% | -13.6% | -12.9% |
| YTD | -4.8% | -1.5% | -3.4% | -2.2% |
| 1Y | +6.7% | -1.1% | +7.8% | +9.1% |
| 3Y | +212.7% | +13.6% | +199.1% | +167.9% |
| 5Y | +151.7% | -1.8% | +153.5% | +155.5% |
| 10Y | +330.3% | +17.0% | +313.3% | +281.6% |
| All | +131.8% | +74.6% | +57.2% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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