+207.3%
GDX vs BNY
+637.3%
-430.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | +6.8% | -0.2% | +6.9% | +6.7% |
| 3M | +24.9% | +14.9% | +10.0% | +22.1% |
| 6M | -4.2% | +40.0% | -44.2% | -9.3% |
| YTD | +13.2% | +42.0% | -28.8% | +7.0% |
| 1Y | +40.2% | +56.9% | -16.6% | +30.6% |
| 3Y | +249.6% | +289.9% | -40.3% | +182.2% |
| 5Y | +230.4% | +259.2% | -28.8% | +167.0% |
| 10Y | +305.4% | +413.3% | -107.8% | +197.6% |
| All | +207.3% | +637.3% | -430.0% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling