+326.3%
GDX vs BP
+143.9%
+182.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -6.8% | +3.8% | -10.6% | -7.6% |
| 30D | -2.1% | -5.3% | +3.2% | -1.2% |
| 3M | -7.5% | +9.3% | -16.8% | -9.9% |
| 6M | -15.2% | +7.2% | -22.4% | -17.4% |
| YTD | -4.8% | +38.0% | -42.9% | -13.7% |
| 1Y | +6.7% | +33.2% | -26.5% | -2.4% |
| 3Y | +212.7% | +50.3% | +162.4% | +174.5% |
| 5Y | +151.7% | +114.1% | +37.6% | +100.6% |
| All | +326.3% | +143.9% | +182.4% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling