+224.1%
GDX vs BNY
+256.6%
-32.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.2% | -1.3% | -0.9% | -1.8% |
| 30D | +6.8% | -0.2% | +6.9% | +6.7% |
| 3M | +24.9% | +14.9% | +10.0% | +19.5% |
| 6M | -4.2% | +40.0% | -44.2% | -13.5% |
| YTD | +13.2% | +42.0% | -28.8% | +1.9% |
| 1Y | +40.2% | +56.9% | -16.6% | +23.1% |
| 3Y | +249.6% | +289.9% | -40.3% | +142.3% |
| All | +224.1% | +256.6% | -32.5% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 5y: compounded portfolio wealth divided by compounded BNY 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…
5y analysis · Full analysis span regression · 6 months rolling